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Chain Ladder Technique

Create a chain ladder model and run suite of tools

The chain ladder method is used to forecast the amount of reserves that must be established in order to cover future claims. The chain ladder method estimates the incurred but not reported claims and projects ultimate loss amounts.

Objects

chainLadderCreate chainLadder object (Since R2020b)

Functions

ibnrCompute IBNR claims for chainLadder object (Since R2020b)
unpaidClaimsCompute unpaid claims for chainLadder object (Since R2020b)
summaryDisplay summary report for different claims estimates for chain ladder (Since R2020b)

Topics