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Blätter der DGVFM

, Volume 27, Issue 2, pp 315–322 | Cite as

The correlated chain-ladder method for reserving in case of correlated claims developments

  • Erhard Kremer
Article

Summary

A handy forecasting method for calculating loss reserves in case of correlated claims developments is given. It is in some sense a further-development of the classical chain ladder method to the context of correlated claims developments.

Keywords

Unknown Model Parameter Loss Reserve Claim Settlement Tile Layer Ladder Method 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

Die korrellierte Chain-Ladder-Methode für abhängige Schadenentwicklungen

Zusammenfassung

Eine handliche Vorhersagemethode zur Berechnung von Schadenreserven im Falle von korrellierten Schadenabwicklungen wird gegeben. Sie ist in gewissem Sinne eine Weiterentwicklung der klassischen Claims-Ladder-Methode auf den Kontext von korrellierten Schadenentwicklungen.

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Copyright information

© DAV/DGVFM 2005

Authors and Affiliations

  1. 1.Hamburg

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