{
  "abstract": "We develop a tractable state-space version of the chain-ladder model. The state-space dynamics acts on the accident year axis which, in contrast to the classical chain-ladder model, makes accident years dependent. This state-space version yields an exponential seniority weighting in the chain-ladder factor estimation, and it admits an analytical likelihood representation that enables us to compute the seniority weighted chain-ladder reserves and their prediction uncertainty: the one-year uncertainty is available in closed form and the total uncertainty requires a Monte Carlo simulation from the fully tractable likelihood representation.",
  "abstract_shown": true,
  "affiliations": [],
  "article_type": null,
  "arxiv": "2611.06126",
  "author_total": 1,
  "authors": [
    {
      "name": "Mario V. Wüthrich"
    }
  ],
  "bibtex": "https://research.draconitic.com/paper/akkat2s92rc00.bib",
  "cited_by": 0,
  "doi": "10.48550/arxiv.2611.06126",
  "fulltext_url": null,
  "id": "akkat2s92rc00",
  "issns": [],
  "landing_url": "https://arxiv.org/abs/2611.06126",
  "language": null,
  "licence": "CC-BY-4.0",
  "licence_label": "CC BY 4.0",
  "licence_source": "article",
  "licence_url": "http://creativecommons.org/licenses/by/4.0/",
  "metadata_licence": "CC0-1.0",
  "native_subjects": [
    [
      "arxiv",
      "q-fin.RM"
    ],
    [
      "arxiv",
      "stat.AP"
    ]
  ],
  "openalex": null,
  "pdf_url": "https://arxiv.org/pdf/2611.06126",
  "pmcid": null,
  "pmid": null,
  "published": "2026-11-04",
  "publisher": null,
  "ris": "https://research.draconitic.com/paper/akkat2s92rc00.ris",
  "sources": [
    {
      "first_seen": "2026-11-05T15:21:06Z",
      "native_id": "2611.06126",
      "source": "arxiv",
      "url": "https://arxiv.org/abs/2611.06126"
    }
  ],
  "subjects": [
    {
      "field": "mathematics",
      "origin": "arxiv:stat.AP",
      "subfield": "statistics"
    }
  ],
  "title": "Exponential Seniority Weighting Chain-Ladder Reserving",
  "title_text": "Exponential Seniority Weighting Chain-Ladder Reserving",
  "type": "preprint",
  "updated_at": "2026-11-09T00:20:32Z",
  "url": "https://research.draconitic.com/paper/akkat2s92rc00",
  "venue": "arXiv",
  "versions": []
}