2 papers
stat.ME2026
A Model-Agnostic Bootstrap for Macro-Level Claims Reserving Under the Conditioning Principle
Robin Van Oirbeek, Tim Verdonck
The correct inferential object in claims reserving is the conditional predictive distribution , where is the observed triangle held fix…
stat.ME2026
The Negative Binomial Chain-Ladder: A Full Likelihood Model for Claim Count Reserving
Robin Van Oirbeek
The Chain-Ladder (CL) method remains the dominant macro-level technique for claims reserving in non-life insurance, yet its classical formulation lacks a coherent probabilistic fou…