Berquist-Sherman -- duh

J.T. Grimes ( (no email) )
Wed, 5 Aug 1998 11:46:05 -0700 (PDT)

I'm trying to work through the exhibits in the BS paper and I'm stuck
on Exhibit F (Adjusted incurred).

It seems to me that the obvious way to adjust the outstanding reserves
would be to take the original exhibit (B) and multiply by 1.15 ^ age
(where the age of the most recent diagonal is 0, last years
diagonal=1, etc.), multiply by the number of claims, then add the
losses.

This doesn't work.

The sentence "the year-end 1976 average reserve was reduced by 15% per
year ..." seems to indicate how things should be done, but I can't
make much sense of it, at least not in any way that brings me to the
figures in Ex. F.

Am I missing something obvious? Being stupid? Can it not be derived
from the information given? Can I quit studying yet?

Many thanks,

J.T.

_________________________________________________________
DO YOU YAHOO!?
Get your free @yahoo.com address at http://mail.yahoo.com