2.7. Reserving

Objectives: Applications of the Aggregate class to reserving, including models of loss emergence and determining ranges for IBNR and case reserves.

Audience: Reserving, capital modeling, ERM actuaries.

Prerequisites: DecL, the reserving process and terminology, aggregate distributions, risk measures.

See also:

Contents:

  1. Helpful References

  2. Modeling the Current Accident Year, Case and IBRN Reserves

  3. The Resolution of Reserve Uncertainty Over Time

2.7.1. Helpful References

  • Meyers [2019]

  • Mildenhall and Major [2022], chapter 17

2.7.2. Modeling the Current Accident Year, Case and IBRN Reserves

Todo

Documentation to follow.

2.7.3. The Resolution of Reserve Uncertainty Over Time

Todo

Documentation to follow.