Sökning: "Munich Chain Ladder MCL"

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  1. 1. Application and Bootstrapping of the Munich Chain Ladder Method

    Master-uppsats, KTH/Matematisk statistik

    Författare :Victor Sundberg; [2016]
    Nyckelord :Munich Chain Ladder MCL ; Bootstrap; Reservsättning; Munich Chain Ladder MCL ; Bootstrap;

    Sammanfattning : Point estimates of the Standard Chain Ladder method (CLM) and of the more complex Munich Chain Ladder method (MCL) are compared to real data on 38 different datasets in order to evaluate if MCL produces better predictions on average with a dataset from an arbitrary insurance portfolio. MCL is also examined to determine if the future paid and incurred claims converge as time progresses. LÄS MER