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  2. 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]

  3. 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.

  4. 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 estimate.

  5. Credibility theory - Wikipedia

    en.wikipedia.org/wiki/Credibility_theory

    Credibility theory is a branch of actuarial mathematics concerned with determining risk premiums. [1] To achieve this, it uses mathematical models in an effort to forecast the ( expected ) number of insurance claims based on past observations.

  6. Tail value at risk - Wikipedia

    en.wikipedia.org/wiki/Tail_value_at_risk

    The former definition may not be a coherent risk measure in general, however it is coherent if the underlying distribution is continuous. [4] The latter definition is a coherent risk measure. [3] TVaR accounts for the severity of the failure, not only the chance of failure. The TVaR is a measure of the expectation only in the tail of the ...

  7. Coherent risk measure - Wikipedia

    en.wikipedia.org/wiki/Coherent_risk_measure

    That is, if portfolio always has better values than portfolio under almost all scenarios then the risk of should be less than the risk of . [2] E.g. If is an in the money call option (or otherwise) on a stock, and is also an in the money call option with a lower strike price.

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  9. Loss development factor - Wikipedia

    en.wikipedia.org/wiki/Loss_development_factor

    [1] [2] Insurance claims, especially in long-tailed lines such as liability insurance, are often not paid out immediately. Claims adjusters set initial case reserves for claims; however, it is often impossible to predict immediately what the final amount of an insurance claim will be, [ 3 ] due to uncertainty around defense costs, settlement ...