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ID:40875936
大小:1.44 MB
页数:202页
时间:2019-08-09
《(SOA)Comparison of Incurred But Not Reported(IBNR) Methods》由会员上传分享,免费在线阅读,更多相关内容在学术论文-天天文库。
1、COMPARISONOFINCURREDBUTNOTREPORTED(IBNR)METHODSSponsoredbySocietyofActuariesHealthSectionPreparedbyCabeChadick,FSA,MAAAWesCampbell,ASA,MAAAFinnKnox‐Seith,ASA,MAAAOctober2009©2009SocietyofActuaries,AllRightsReservedTheopinionsexpressedandconclusionsreachedbytheauthorsaret
2、heirownanddonotrepresentanyofficialpositionoropinionoftheSocietyofActuariesoritsmembers.TheSocietyofActuariesmakesnorepresentationorwarrantytotheaccuracyoftheinformation.ComparisonofIBNRMethodologiesForewordLewis&Ellis,Inc.(L&E)wouldliketoacknowledgethosewhoparticipatedi
3、nthedevelopmentofthisresearchpaper,especiallytheSocietyofActuariesProjectOversightGroup(POG),whoprovidedadviceandguidanceduringthecourseoftheproject.WewouldalsoliketothanktheresearchcoordinatorsfromtheSocietyofActuariesfortheireffortsinorganizingandcoordinatingtheproject
4、.ThemembersofthePOGwere:EricSmithbackDavidNelsonJohnGovernalePeterHowardBernieRabinowitzMartinStaehlinMichaelBearsPatKinneyJohnStenson,ChairTheprojectcoordinatorsfromSOAwere:StevenSiegelBarbaraScottTheresearchersfromLewis&Ellis,Inc.were:CabeChadickWesCampbellFinnKnox‐Sei
5、thBrianStentz©2009SocietyofActuaries,AllRightsReservedLewis&EllisPage2ComparisonofIBNRMethodologiesTableofContentsIntroduction.........................................................................................................................................5Definit
6、ions.........................................................................................................................................10ExecutiveSummary................................................................................................................
7、...........13SummaryofMethodstoCalculateIBNR.............................................................................................16TabularMethods......................................................................................................................
8、...............16CaseReserveMethods....................................................................
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