Code_Lindgren_Fall_2022.pdf

Description
An examination of various reserving methods and their application in commercial auto insurance. Seeks to answer two questions: Which is the best model, out of the Chain Ladder, Mack Chain Ladder, Munich Chain Ladder, Clark's LDF and Clark's Cape Cod methods? Which loss basis, paid or incurred, yields better reserves?
Date Created
2022-12
Agent

Lindgren_Fall_2022.pdf

Description
An examination of various reserving methods and their application in commercial auto insurance. Seeks to answer two questions: Which is the best model, out of the Chain Ladder, Mack Chain Ladder, Munich Chain Ladder, Clark's LDF and Clark's Cape Cod methods? Which loss basis, paid or incurred, yields better reserves?
Date Created
2022-12
Agent

Chain Ladder Process as Applied to Commercial Auto Insurance Data

Description

An examination of various reserving methods and their application in commercial auto insurance. Seeks to answer two questions: Which is the best model, out of the Chain Ladder, Mack Chain Ladder, Munich Chain Ladder, Clark's LDF and Clark's Cape Cod methods? Which loss basis, paid or incurred, yields better reserves?

Date Created
2022-12
Agent