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- All Subjects: 142424
- Creators: Milovanovic, Jelena
DescriptionAn 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?
ContributorsLindgren, Connor (Author) / Zicarelli, John (Thesis director) / Milovanovic, Jelena (Committee member) / Barrett, The Honors College (Contributor) / School of Mathematical and Statistical Sciences (Contributor)
Created2022-12
DescriptionAn 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?
ContributorsLindgren, Connor (Author) / Zicarelli, John (Thesis director) / Milovanovic, Jelena (Committee member) / Barrett, The Honors College (Contributor) / School of Mathematical and Statistical Sciences (Contributor)
Created2022-12