Handbook on Loss Reserving by Michael Radtke Klaus D. Schmidt & Anja Schnaus

Author:Michael Radtke, Klaus D. Schmidt & Anja Schnaus
Language: eng
Format: epub
Publisher: Springer International Publishing, Cham

of the accident year reserves , with , of the calendar year reserves , with , and of the aggregate loss reserve R. These reserve predictors are also called loss development reserves .

Example A. Calculation of the loss development predictors of cumulative losses: Accident year i

Development year k

0

1

2

3

4

5

0

3483

1

3844

3963

2

3977

4286

4419

3

3880

4656

5018

5173

4

3261

4447

5336

5751

5929

5

1889

3463

4723

5667

6108

6297

0.30

0.55

0.75

0.90

0.97

1

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