Claim Reserving via Inverse Probability Weighting: A Micro-Level Chain-Ladder Method
通过逆概率加权估计赔款准备金:微观链梯法
Claim reserving primarily relies on macro-level models, with the Chain-Ladder method being the most widely adopted. These methods were heuristically developed without minimal statistical foundations, relying on oversimplified data assumptions and neglecting policyholder heterogeneity, often resulting in conservative reserve predictions. Micro-level reserving, utilizing stochastic modeling with granular information, can improve predictions but tends to involve less attractive…