방법 비교
선택한 방법을 나란히 검토하세요. 서로 다른 행은 강조 표시됩니다.
| 사슬-사다리 손실 준비금 산정 (맥 모델)× | 손실 분포 모형× | |
|---|---|---|
| 분야 | 보험계리학 | 보험계리학 |
| 계열 | Regression model | Regression model |
| 기원 연도≠ | 1993 | 2012 |
| 창시자≠ | Thomas Mack | Klugman, Panjer & Willmot |
| 유형≠ | Stochastic loss reserving model | Parametric probability model |
| 원전≠ | Mack, T. (1993). Distribution-free calculation of the standard error of chain ladder reserve estimates. ASTIN Bulletin, 23(2), 213–225. DOI ↗ | Klugman, S. A., Panjer, H. H., & Willmot, G. E. (2012). Loss Models: From Data to Decisions (4th ed.). Wiley. ISBN: 978-1-118-31532-3 |
| 별칭 | Development Factor Method, Link Ratio Method, Loss Development Method, Zincir Merdiven Yöntemi | Severity-Frequency Model, Aggregate Loss Model, Claim Size Distribution Model, Hasar Dağılımı Modeli |
| 관련 | 3 | 3 |
| 요약≠ | 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. | A Loss Distribution Model is a parametric statistical framework used in actuarial science to characterise the probabilistic behaviour of insurance claim amounts and frequencies. Developed comprehensively by Klugman, Panjer, and Willmot in their foundational text Loss Models: From Data to Decisions (first edition 1998, fourth edition 2012), these models underpin premium rating, reserving, reinsurance pricing, and regulatory capital calculations across the insurance and risk-management industries. |
| ScholarGate데이터셋 ↗ |
|
|