HIGHLIGHTS
- who: from the Leonardo Costa Institute of Applied Social Sciences Alfenas Federal University (UNIFAL) have published the article: Modeling and predicting IBNR reserve: extended chain ladder and heteroscedastic regression analysis, in the Journal: (JOURNAL)
SUMMARY
The in-sample measures do not consider the very first column of the T1 triangle in their computations, as the chain ladder does not allow in-sample estimation of the corresponding data, and the out-of-sample measures use the diagonal corresponding to the last calendar year of the triangle, except for its extremes C10,0=344014 and . . .
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