Dynamical linear model includes state space model and system equation on the basis of stochastic chain ladder.
动态线性模型在随机链梯法的基础上构建了状态方程和测量方程。
There is the link between the chain ladder model and stochastic reserving method.
随机准备金评估模型和传统链梯法有内在的联系。
Based on generalized run-off triangle, we introduce multiplicative model and its marginal-sum estimation in chapter 2. We get that the marginal-sum estimation is the chain ladder estimation.
基于一般的流量三角形，我们在第二章中提出了乘法模型及边际和估计，并证明了在该模型下，参数的边际和估计就是链梯法估计。
Based on generalized run-off triangle, we introduce multiplicative model and its marginal-sum estimation in chapter 2. We get that the marginal-sum estimation is the chain ladder estimation.
基于一般的流量三角形，我们在第二章中提出了乘法模型及边际和估计，并证明了在该模型下，参数的边际和估计就是链梯法估计。
应用推荐