विधियों की तुलना करें

	चेन-लैडर हानि आरक्षितकरण (मैक मॉडल)	सामान्यीकृत न्यूनतम वर्ग (GLS)
क्षेत्र	बीमांकिक विज्ञान	सांख्यिकी
परिवार	Regression model	Regression model
उद्भव वर्ष	1993	1935
प्रवर्तक	Thomas Mack	Alexander Craig Aitken
प्रकार	Stochastic loss reserving model	Linear estimator
मौलिक स्रोत	Mack, T. (1993). Distribution-free calculation of the standard error of chain ladder reserve estimates. ASTIN Bulletin, 23(2), 213–225.	Aitken, A. C. (1935). IV.—On least squares and linear combination of observations. Proceedings of the Royal Society of Edinburgh, 55, 42–48.
उपनाम	Development Factor Method, Link Ratio Method, Loss Development Method, Zincir Merdiven Yöntemi	GLS, Aitken estimator, EGLS, feasible GLS
संबंधित	3	3
सारांश	Chain-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.	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.