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Verifying Chain-Ladder Assumptions

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  • Verifying Chain-Ladder Assumptions

    Hello!

    If you want to verify if the chain ladder method and its derivatives are suitable for your specific P/C-business, what would be the approach?

    For the Mack model you have 3 different assumptions, which can be found on the first page of the linked document:

    https://www.casact.org/education/clr...-MackModel.pdf

    I am unsure how can I test these assumptions against real data. If you could refer me to further informations, I would be very grateful.

    Best regards

    Chris
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