Gerbils on Espresso - A Better Way to Calculate IBNR Reserves With Low Variance

Abstract
Cookbook methods for calculating IBNR reserves may have worked in the age of slide rules and adding machines, but lack of mathematical soundness condemns them in the age of computers.
Volume
January/February
Page
28-38
Year
2004
Categories
Actuarial Applications and Methodologies
Reserving
Reporting Lags
Actuarial Applications and Methodologies
Reserving
Reserve Variability
Actuarial Applications and Methodologies
Reserving
Reserving Methods
Business Areas
Accident and Health
Publications
Contingencies
Authors
Robert G Lynch