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| Kedjeläder-metoden för reservering (Mack-modellen)× | Bootstrapinferens× | |
|---|---|---|
| Ämnesområde≠ | Försäkringsmatematik | Statistik |
| Familj | Regression model | Regression model |
| Ursprungsår≠ | 1993 | 1979 |
| Upphovsperson≠ | Thomas Mack | Bradley Efron |
| Typ≠ | Stochastic loss reserving model | Resampling-based inference |
| Ursprungskälla≠ | Mack, 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 ↗ |
| Alias | Development Factor Method, Link Ratio Method, Loss Development Method, Zincir Merdiven Yöntemi | bootstrap, bootstrap resampling, nonparametric bootstrap, Bootstrap Çıkarımı |
| Närliggande≠ | 3 | 5 |
| Sammanfattning≠ | 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. | 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. |
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