caa a22 4500 386349975 CHVBK 20180307111826.0 cr unu---uuuuu 161130e198912 xx s 000 0 eng 10.1017/S0020268100036702 doi S0020268100036702 pii (NATIONALLICENCE)cambridge-10.1017/S0020268100036702 Renshaw A. E. Chain ladder and interactive modelling. (Claims reserving and GLIM) [Elektronische Daten] [A. E. Renshaw] The prediction of outstanding claims amounts in non-life insurance is, by its very nature, highly speculative. Partially because of this and partially because of the variety of features suggested by various researchers for possible inclusion in the structure of the underlying prediction model, the past two decades have seen a proliferation of methodologies for making such predictions. Specific details of these developments are contained in a comprehensive and highly detailed survey conducted by Taylor (1986) in which a taxonomy of methods is established. One feature common to all of these methods is the utilization of current and past records of claims amounts—invariably in the form of the familiar so-called runoff triangle or a variant thereof—to calibrate the proposed prediction model before use. Prudence dictates that diagnostic checks should then be made to establish whether or not the data are supportive of the structure imparted to the prediction model before use, a feature which apart from some notable exceptions including Zehnwirth (1985) and Taylor (1983), is not always emphasized in the literature. Copyright © Institute and Faculty of Actuaries 1989 Journal of the Institute of Actuaries Cambridge University Press 116/3(1989-12), 559-587 0020-2681 116:3<559 1989 116 JIA https://doi.org/10.1017/S0020268100036702 text/html Onlinezugriff via DOI 1 research-article jats NATIONALLICENCE 856 40 https://doi.org/10.1017/S0020268100036702 text/html Onlinezugriff via DOI NATIONALLICENCE 100 1- Renshaw A. E. NATIONALLICENCE 773 0- Journal of the Institute of Actuaries Cambridge University Press 116/3(1989-12), 559-587 0020-2681 116:3<559 1989 116 JIA CC0 http://creativecommons.org/publicdomain/zero/1.0 nationallicence BK010053 XK010053 XK010000 NATIONALLICENCE NATIONALLICENCE NL-cambridge