Abstract

Journal of Actuarial Practice

Volume 8, Numbers 1 and 2, 2000


A Comparative Study of the Performance of Loss Reserving Methods through Simulation

Prakash Narayan and Thomas Warthen

Abstract

Actuaries are often asked to provide a range or confidence level for the loss reserve along with a point estimate. Traditional methods of loss reserving do not provide an estimate of the variance of the estimated reserve, and actuaries use various ad hoc methods to derive a range for the indicated reserve. We  use a Monte Carlo simulation method to compare various loss reserve estimation methods, including traditional methods and regression-based methods of loss reserving.

Key words and phrases: loss development factor, loss triangle, severity, reporting delays, regression, loss ratio.

Prakash Narayan

RLI Insurance

9025 N Lindbergh Drive

Peoria IL 61615-1431

 

Thomas Warthen

RLI Insurance

9025 N Lindbergh Drive

Peoria IL 61615-1431


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