摘要：We assume that the claims liability process satisfies the distribution-free chain-ladder model assumptions.
For claims reserving at time I we predict the total ultimate claim with the information available at time I
and, similarly, at time I +1 we predict the same total ultimate claim with the (updated) information
available at time I +1. The claims development result at time I +1 for accounting year (I, I +1] is
then defined to be the difference between these two successive predictions for the total ultimate claim. In
[6, 10] we have analyzed this claims development result and we have quantified its prediction uncertainty.
Here, we simplify, modify and illustrate the results obtained in [6, 10]. We emphasize that these results
have direct consequences for solvency considerations and were (under the new risk-adjusted solvency
regulation) already implemented in industry.
关键词：Stochastic Claims Reserving, Chain-Ladder Method, Claims Development Result, Loss
Experience, Incurred Losses Prior Accident Years, Solvency, Mean Square Error of Prediction.
