Appendices

Appendix A

Incurred Loss Array for the Mack (RAA AFG) data

Incurred Loss Array for the Mack (RAA AFG) data

Appendix B

ABC - Incremental paid losses triangle and exposures

 

ABC - Incremental paid losses triangle

 

ABC - exposure

Note that the exposures were not used in the chain ladder fits described here. (Since there is already a parameter to each accident year, there is little point in any case.)

Appendix C

LR high data, incremental payments, development years 0-8

ABC - Incremental paid losses triangle

LR high data, incremental payments, development years 9-17

ABC - Incremental paid losses triangle

 

LR High - exposure: 1974-1982

 

LR High - exposure: 1983-1991

Appendix D

Taylor-Ashe data. Incremental payments

Taylor-Ashe data. Incremental payments

Taylor-Ashe data. Number of claims finalized

Taylor-Ashe data. Number of claims finalized

Note that Taylor and Ashe (1983) give the data as payments per claim finalized and number of claims finalized. The original payments have been reconstructed. Note also that the number of claims finalized have not been used in the analysis here, the table is given for the sake of completeness.

 

 
 

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