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All Categories > Actuarial Applications and Methodologies > Reserving > Reporting Lags

Found 1 - 25 of 25 matching your search criteria.

  1. A Comparison of Stochastic Models that Reproduce Chain Ladder Reserve Estimates
    It is shown that the (over-dispersed) Poisson model is not the same as the distribution-free chain ladder model of Mack (1993) although both reproduce the historical chain ladder estimator for the claims reserve...
  2. A Model to Test for and Accommodate Reserving Cycles
    In recent years several commentators have noted evidence for a “reserving cycle” linked to the underwriting cycle...
  3. Application of Cumulative Distribution Functions in the Stochastic Chain Ladder Model, The
    A new stochastic model based on the traditional chain ladder is introduced...
  4. Approach to the Analysis of Claims Experience in Motor Liability Excess of Loss Reinsurance
    In this paper motor liability insurance is considered from the viewpoint of an excess of loss reinsurer...
  5. Case of the Medical Malpractice Crisis: A Classic Who Dunnit, The
    We actuaries, detectives of the first order, are presented with a most intriguing case: numerous, grisly bodies of dead insurance companies and physicians’ practices in public view, various signs of intrigue and foul play abound, suspects galore, an abundance of alibis, and an endless supply of opinions on how the culprit(s) must repay their debt to society...
  6. Distribution of the Number of Claims in Motor Insurance According to the Lag of Settlement
    ...
  7. Dynamic Approach to Modeling Free Tail Coverage; A
    This paper presents two approaches to estimating free tail coverage unearned premium reserves...
  8. Estimation of the Distribution of Report Lags by the Method of Maximum Likelihood
    Weissner presents a stochastic method of extrapolating further development, assuming that claims arise according to a known distribution curve...
  9. Estimation of the Distribution of Report Lags by the Method of Maximum Likelihood, [Discussion]
    Perhaps the most important contribution the actuarial profession can make to the industry which it serves is the representation of complex insurance phenomena by means of coherent mathematical models...
  10. Exposure Dependent Modeling of Percent of Ultimate Loss Development Curves
    This paper presents a loss development model in which exposure period dependence is fundamental to the structure of the model...
  11. Gerbils on Espresso - A Better Way to Calculate IBNR Reserves With Low Variance
    Cookbook methods for calculating IBNR reserves may have worked in the age of slide rules and adding machines, but lack of mathematical soundness condemns them in the age of computers...
  12. Incurred But Not Reported Claim Reserves
    The subject of reserves for incurred but not reported claims has received very scant consideration in our Proceedings, nor is there available to the writer's knowledge any written material of consequence on either the theoretical or practical aspects of the subject...
  13. Incurred But Not Reported Claims Reserves
    The subject of reserves for incurred but not reported claims has received very scant consideration in our Proceedings, nor is there available to the writer's knowledge any written material of consequence on either the theoretical or practical aspects of the subject...
  14. Independent Claim Report Lags and Bias in Forecast Using Age to Age Factor Methodology
    ...
  15. Measuring the Impact of Unreported Premiums on a Reinsurer's Financial Results
    A reinsurers’ financial results are materially influenced by unreported premiums, and the losses and expenses related to these premiums...
  16. Method of Testing Loss Reserves; A
    Ever since workman's compensation laws were first enacted in this country casualty actuaries have been searching for a formula which will correctly compute the ultimate loss to be incurred under both compensation and liability policies...
  17. Method of Testing Loss Reserves; A [Discussion]
    After reading Mr...
  18. Note on the Inverse Relationship Between Hazard and Life Expectancy: A
    Intuitively, life expectancy and hazard rate should be inversely related to each other...
  19. Predicting IBNYR Events and Delays, Part II Discrete Time
    Above restricted to the situation in which only discretized epoch information is available...
  20. Pricing the Hybrid
    The current literature describes pricing and reserving of medical malpractice insurance as written on either an occurrence or a claims-made basis...
  21. Report Lag Distributions and IBNR
    ...
  22. Separation of Inflation and Other Effects from the Distribution of Non-Life Insurance Claim Delays
    ...
  23. The Case of the Medical Malpractice Crisis: A Classic Who Dunnit
    We actuaries, detectives of the first order, are presented with a most intriguing case: numerous, grisly bodies of dead insurance companies and physicians' practices in public view, various signs of intrigue and foul play abound, suspects galore, an abundance of alibis, and an endless supply of opinions on how the culprit(s) must repay their debt to society...
  24. The Cox Regression Model for Claims Data in Non-Life Insurance
    The Cox regression model is a standard tool m survival analysis for studying the dependence of a hazard rate on covariates (parametrically) and time (nonparametrically)...
  25. Using a Claim Simulation Model for Reserving and Loss Forecasting for Medical Professional Liability
    Various recent papers have included criticisms related to the use of link-ratio techniques for estimating ultimate losses...

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