(SOA)Comparison of Incurred But Not Reported(IBNR) Methods

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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....................................................................