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चेन-लैडर हानि आरक्षितकरण (मैक मॉडल)×बूटस्ट्रैप अनुमान×सामान्यीकृत न्यूनतम वर्ग (GLS)×
क्षेत्रबीमांकिक विज्ञानसांख्यिकीसांख्यिकी
परिवारRegression modelRegression modelRegression model
उद्भव वर्ष199319791935
प्रवर्तकThomas MackBradley EfronAlexander Craig Aitken
प्रकारStochastic loss reserving modelResampling-based inferenceLinear estimator
मौलिक स्रोतMack, T. (1993). Distribution-free calculation of the standard error of chain ladder reserve estimates. ASTIN Bulletin, 23(2), 213–225. DOI ↗Efron, B. (1979). Bootstrap Methods: Another Look at the Jackknife. Annals of Statistics, 7(1), 1-26. DOI ↗Aitken, A. C. (1935). IV.—On least squares and linear combination of observations. Proceedings of the Royal Society of Edinburgh, 55, 42–48. DOI ↗
उपनामDevelopment Factor Method, Link Ratio Method, Loss Development Method, Zincir Merdiven Yöntemibootstrap, bootstrap resampling, nonparametric bootstrap, Bootstrap ÇıkarımıGLS, Aitken estimator, EGLS, feasible GLS
संबंधित353
सारांशChain-Ladder Reserving is a stochastic actuarial method for estimating outstanding claim liabilities from a run-off triangle of cumulative paid losses. Formalized by Thomas Mack in 1993, it provides distribution-free estimates of reserve amounts along with their standard errors, making it a cornerstone of property-casualty insurance reserving and regulatory practice worldwide.Bootstrap inference, introduced by Bradley Efron in 1979, estimates the sampling distribution of a statistic by repeatedly resampling the observed data with replacement. It requires no distributional assumption and produces reliable confidence intervals even in small samples.Generalized Least Squares (GLS) is a linear regression estimator that extends ordinary least squares to handle situations where the error terms are correlated or have non-constant variance (heteroscedasticity). Introduced by Alexander Craig Aitken in 1935, GLS achieves the Best Linear Unbiased Estimator (BLUE) under a general error covariance structure by weighting observations according to their precision, providing a theoretical bridge between OLS and modern linear mixed models.
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ScholarGateविधियों की तुलना करें: Chain-Ladder Reserving · Bootstrap Inference · Generalized Least Squares. 2026-06-19 को यहाँ से प्राप्त https://scholargate.app/hi/compare