{"paper":{"title":"The Negative Binomial Chain-Ladder: A Full Likelihood Model for Claim Count Reserving","license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","headline":"","cross_cats":["stat.AP"],"primary_cat":"stat.ME","authors_text":"Robin Van Oirbeek","submitted_at":"2026-05-15T10:06:21Z","abstract_excerpt":"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 foundation. Existing stochastic extensions-including the Mack model and the Over-Dispersed Poisson (ODP) framework-provide measures of uncertainty but rely on second-moment assumptions or quasi-likelihood variance structures without clear generative interpretations.\n  This paper develops a Negative Binomial Chain-Ladder (NB-CL) model that embeds the CL method within a full likelihood-based framework. The key contributio"},"claims":{"count":0,"items":[],"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"source":{"id":"2605.15811","kind":"arxiv","version":1},"verdict":{"id":null,"model_set":{},"created_at":null,"strongest_claim":"","one_line_summary":"","pipeline_version":null,"weakest_assumption":"","pith_extraction_headline":""},"integrity":{"clean":true,"summary":{"advisory":0,"critical":0,"by_detector":{},"informational":0},"endpoint":"/pith/2605.15811/integrity.json","findings":[],"available":true,"detectors_run":[{"name":"ai_meta_artifact","ran_at":"2026-05-19T17:33:48.732028Z","status":"skipped","version":"1.0.0","findings_count":0},{"name":"claim_evidence","ran_at":"2026-05-19T17:21:55.887431Z","status":"completed","version":"1.0.0","findings_count":0}],"snapshot_sha256":"ae5c87366b2035a7eb8f5fa47d6abfe4b2ea164b8e37a1e92058438f0e615b17"},"references":{"count":0,"sample":[],"resolved_work":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57","internal_anchors":0},"formal_canon":{"evidence_count":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"author_claims":{"count":0,"strong_count":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"builder_version":"pith-number-builder-2026-05-17-v1"}