但是链梯法也存在很多缺陷。
随机准备金评估模型和传统链梯法有内在的联系。
There is the link between the chain ladder model and stochastic reserving method.
因为利用了先验信息,动态线性模型的精度优于随机链梯法。
The precise of Dynamical linear model's result is better than the stochastic chain ladder's.
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。
Dynamical linear model includes state space model and system equation on the basis of stochastic chain ladder.
本文的研究主要是在考虑膨胀因素的情形下推导出了链梯法准备金估计值的平方误差。
In this paper, we take inflation rate into account when estimating the standard error of chain-ladder reserves.
链梯法由于其简易性和几乎不需任何假设的特点,成为了基于流量三角形对未决赔款准备金进行预测的最常用方法。
Because of the property of simplicity and distribution-free, the chain ladder method has become the most popular method of claims reserving.
链梯法是广泛应用于提取未决赔款准备金的一种方法,这种方法由于原理简单、操作简便而受到了保险公司的青睐。
Chain ladder method has been widely used in loss reserving, it is very simple, and many insurers prefer the method.
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。
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.
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