The Mack Chain Ladder and Data Granularity for Preserved Development Periods
This paper is concerned with the choice of data granularity for the application of the Mack chain ladder model to forecast a loss reserve. It is a sequel to a related paper by Taylor, which considers the same question for the EDF chain ladder model. As in the earlier paper, it considers the question...
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| Main Author: | |
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| Format: | Article |
| Language: | English |
| Published: |
MDPI AG
2025-07-01
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| Series: | Risks |
| Subjects: | |
| Online Access: | https://www.mdpi.com/2227-9091/13/7/132 |
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