准备金“链梯法”与三种过原点回归模型

Chain Ladder technique and three types of zero intercept regression models

建立了三种简单的过原点回归模型,三种估计准则,四种估计方法,不仅得到了与准备金"链梯法"一致的结果,还得到了发展因子的标准误.这样可以用于准备金预测的随机分析.

Three zero intercept regression models, three kinds of estimation standards, and four estimation methods are given in this paper. Then the same results that are equivalent to Chain Ladder technique and the standard error of estimation are obtained. These results can be used for future forecasting purpose.