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  2. Loss development factor - Wikipedia

    en.wikipedia.org/wiki/Loss_development_factor

    Ultimate loss amounts are necessary for determining an insurance company's carried reserves. They are also useful for determining adequate insurance premiums, when loss experience is used as a rating factor [4] [5] [6] Loss development factors are used in all triangular methods of loss reserving, [7] such as the chain-ladder method.

  3. Chain-ladder method - Wikipedia

    en.wikipedia.org/wiki/Chain-ladder_method

    The chain-ladder or development [1] method is a prominent [2] [3] actuarial loss reserving technique. The chain-ladder method is used in both the property and casualty [1] [4] and health insurance [5] fields. Its intent is to estimate incurred but not reported claims and project ultimate loss amounts. [5]

  4. Insurance Services Office - Wikipedia

    en.wikipedia.org/wiki/Insurance_Services_Office

    ISO was formed in 1971 as an advisory and rating organization for the property/casualty insurance industry to provide statistical and actuarial services, to develop insurance programs, and to assist insurance companies in meeting state regulatory requirements. [4] It became a wholly owned subsidiary of Verisk Analytics in October 2009. [5]

  5. Actuarial notation - Wikipedia

    en.wikipedia.org/wiki/Actuarial_notation

    Actuarial notation is a shorthand method to allow actuaries to record mathematical formulas that deal with interest rates and life tables. Traditional notation uses a halo system , where symbols are placed as superscript or subscript before or after the main letter.

  6. Bornhuetter–Ferguson method - Wikipedia

    en.wikipedia.org/wiki/Bornhuetter–Ferguson_method

    It is primarily used in the property and casualty [5] [9] and health insurance [2] fields. Generally considered a blend of the chain-ladder and expected claims loss reserving methods, [ 2 ] [ 8 ] [ 10 ] the Bornhuetter–Ferguson method uses both reported or paid losses as well as an a priori expected loss ratio to arrive at an ultimate loss ...

  7. Tail value at risk - Wikipedia

    en.wikipedia.org/wiki/Tail_value_at_risk

    A common case in literature is to define TVaR and average value at risk as the same measure. [1] Under some formulations, it is only equivalent to expected shortfall when the underlying distribution function is continuous at VaR α ⁡ ( X ) {\displaystyle \operatorname {VaR} _{\alpha }(X)} , the value at risk of level α {\displaystyle \alpha ...

  8. Outline of actuarial science - Wikipedia

    en.wikipedia.org/wiki/Outline_of_actuarial_science

    5.1.1 Life Insurance. 5.1.2 Non-life ... Print/export Download as PDF ... The following outline is provided as an overview of and topical guide to actuarial science:

  9. Actuarial reserves - Wikipedia

    en.wikipedia.org/wiki/Actuarial_reserves

    It is generally equal to the actuarial present value of the future cash flows of a contingent event. In the insurance context an actuarial reserve is the present value of the future cash flows of an insurance policy and the total liability of the insurer is the sum of the actuarial reserves for every individual policy.