Interpolation of Loss Development Factors
Gariepy, Louis ( (no email) )
Thu, 29 Oct 1998 16:30 -0600
We are curretly reviewing our quarterly reserves evaluations. Since we do
not have historical quarterly data, we have used interpolation to estimate
other than 12, 24, 36, etc. LDFs. I am looking for better way to estimate,
especially for the most current accident year which has less than 12 months
of exposure and development.
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