munich chain ladder

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1、MunichChainLadder:AReservingMethodthatReducestheGapbetweenIBNRProjectionsBasedonPaidLossesandIBNRProjectionsBasedonIncurredLossesbyGerhardQuargandThomasMackREPRINTACKNOWLEDGMENT“MunichChainLadder”byDr.QuargandDr.MackisbeingreprintedinVariancetogivethisimporta

2、ntpaperwidervisibilitywithintheactuarialcommunity.Theedi-torsofVarianceinvitedtheauthorstosubmittheirpaperforrepublicationbecausewebelievethatthetechniquesdescribedintheirworkshouldbeknowntoallactuariesdoingreserveanalysis.Wealsohopetostimulatefurtherresearch

3、inthisarea.ThispaperisreprintedfromBlätterderDeutschenGesellschaftfürVersicherungs-undFinanz-mathematik,volume26,number4,2004,pages597—630.WethanktheeditorsofthatjournalandtheauthorsforallowingVariancetopublishthepaper.KEYWORDSReservingmethods,chainladder,los

4、sdevelopment,reconciliationofpaidandincurredprojections266CASUALTYACTUARIALSOCIETYVOLUME2/ISSUE2MunichChainLadderVOLUME2/ISSUE2CASUALTYACTUARIALSOCIETY267VarianceAdvancingtheScienceofRisk268CASUALTYACTUARIALSOCIETYVOLUME2/ISSUE2MunichChainLadderVOLUME2/ISSUE2

5、CASUALTYACTUARIALSOCIETY269VarianceAdvancingtheScienceofRisk270CASUALTYACTUARIALSOCIETYVOLUME2/ISSUE2MunichChainLadderVOLUME2/ISSUE2CASUALTYACTUARIALSOCIETY271VarianceAdvancingtheScienceofRisk272CASUALTYACTUARIALSOCIETYVOLUME2/ISSUE2MunichChainLadderVOLUME2/I

6、SSUE2CASUALTYACTUARIALSOCIETY273VarianceAdvancingtheScienceofRisk274CASUALTYACTUARIALSOCIETYVOLUME2/ISSUE2MunichChainLadderVOLUME2/ISSUE2CASUALTYACTUARIALSOCIETY275VarianceAdvancingtheScienceofRisk276CASUALTYACTUARIALSOCIETYVOLUME2/ISSUE2MunichChainLadderVOLU

7、ME2/ISSUE2CASUALTYACTUARIALSOCIETY277VarianceAdvancingtheScienceofRisk278CASUALTYACTUARIALSOCIETYVOLUME2/ISSUE2MunichChainLadderVOLUME2/ISSUE2CASUALTYACTUARIALSOCIETY279VarianceAdvancingtheScienceofRisk280CASUALTYACTUARIALSOCIETYVOLUME2/ISSUE2MunichChainLadde

8、rVOLUME2/ISSUE2CASUALTYACTUARIALSOCIETY281VarianceAdvancingtheScienceofRisk282CASUALTYACTUARIALSOCIETYVOLUME2/ISSUE2MunichChainLadderVOLUME2/ISSUE2CASUALTYACTUARIALSOCIETY283VarianceAdvan