Supervising the Chain Ladder
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arXiv:2609.16552v1 Announce Type: cross Abstract: The chain ladder's volume-weighted pattern minimises an explicit loss function, yet is rarely booked as such. Practitioners adjust the pattern and record the final adjusted ratios. This paper treats the chain ladder's pattern selection as a supervis…
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- 2026-09-16 04:00 · arXiv stat.ML
Supervising the Chain Ladder