中文摘要：

针对传统链梯法评估准备金对异常值的高度敏感性问题，本文提出了一种改进链梯法。直接对增量赔款流量三角形进行分析研究，并引入事故年的逐年进展因子。运用箱线图交叉分析事故年的逐年进展因子表和进展年的逐年进展因子表，确定异常值的位置，然后选择合适插补值代替异常值。数值结果表明：改进链梯法实现了异常值的诊断和修正，并改善了流量三角形对角线异常数据不能被有效识别的情况，优化了链梯法对准备金的估计结果。

英文摘要：

Claims reserves based on traditional chain ladder method is highly sensitive to outlying values. In order to solve this problem, an improved chain ladder method was proposed in this paper. The triangles of incremental claims were analyzed and studied directly, and the year of the accident development factors were introduced. We analyzed the development factors of accident year and development year by the box plot chart to determine the location of outlying values, and adopted a suitable interpolation value to replace the outlying value. The numerical re- suits has shown that the improved chain ladder method can identify and adjust outlying values effectively. The situation that the outlying values of the run-off triangle diagonals cannot be identified effectively is improved, and the results of the chain ladder method for reserve estimation can be optimized.