Description
An examination of various reserving methods and their application in commercial auto insurance. Seeks to answer two questions: Which is the best model, out of the Chain Ladder, Mack Chain Ladder, Munich Chain Ladder, Clark's LDF and Clark's Cape Cod methods? Which loss basis, paid or incurred, yields better reserves?
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Contributors
Lindgren, Connor (Author) / Zicarelli, John (Thesis director) / Milovanovic, Jelena (Committee member) / Barrett, The Honors College (Contributor) / School of Mathematical and Statistical Sciences (Contributor)
Permanent Link
Contributors
Lindgren, Connor (Author) / Zicarelli, John (Thesis director) / Milovanovic, Jelena (Committee member) / Barrett, The Honors College (Contributor) / School of Mathematical and Statistical Sciences (Contributor)
Details
Title
- Chain Ladder Process as Applied to Commercial Auto Insurance Data
Contributors
Agent
- Lindgren, Connor (Author)
- Zicarelli, John (Thesis director)
- Milovanovic, Jelena (Committee member)
- Barrett, The Honors College (Contributor)
- School of Mathematical and Statistical Sciences (Contributor)
Date Created
The date the item was original created (prior to any relationship with the ASU Digital Repositories.)
2022-12
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