文章基本信息

标题：Reserving in Two Steps: Total IBNR = Pure IBNR + IBNER
本地全文：下载
作者：Daniel David Schlemmer, ACAS, MAAA ; Tracey Tarkowski
期刊名称：Casualty Actuarial Society Forum
印刷版ISSN：1046-6487
出版年度：2013
出版社：CAS
摘要：Motivation. To estimate IBNR, with separate amounts estimated for pure IBNR and for IBNER or development on known claims, using methods similar to traditional triangle methods. Results. We applied several methods to our sample data set to calculate estimates that ultimately proved to be more accurate than traditional triangle methods. Conclusions. Estimating the pure IBNR separately from development on known claims is more cumbersome and requires additional data extraction work, but provides additional information needed in order to make optimal business decisions.
关键词：Pure IBNR; IBNER; development on known claims