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Tag Archive

Below you'll find a list of all posts that have been tagged as “mack model”

Mack Model practice Stochastic Reserving SP7 ST7

Mack Method in Stochastic Reserving: Estimating Standard Errors in Chain Ladder Reserving

Understanding the Mack Method for Estimating Chain Ladder Uncertainty Thomas Mack, in his original paper, introduced a method to estimate the standard error associated with chain ladder estimates. This method, …

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mack modelstochastic reserving
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