تعريف chain ladder في الإنجليزية الإنجليزية القاموس.
(Sigorta) The chain ladder method is one of the most common methods for reserving, and various attempts have been made to justify it in a stochastic model. A particularly interesting model was proposed by Mack (1993, 1994a,b): Under the assumptions of his model, Mack proved that the chain ladder predictors of non-observable aggregate claims are unbiased, and Schmidt and Schnaus (1996) proved that the chain ladder predictor for the first non-observable calendar year is also optimal in the sense that it minimizes expected squared error loss over a wide class of unbiased predictors. In the present paper, it is shown that optimality fails for the chain ladder predictor for the second non-observable calendar year