Advanced & Applied Topics · Actuarial Science & Risk Theory

Actuarial Science · Claim Reserving in Non-Life Insurance

Public introduction · full guide in Eikos

Introduction

What this guide covers

Introduction Introduction Actuarial Sciences · Stochastic Provision Modeling

Overview

Topics covered

  • Introduction
  • Non-Life Insurance Claims Reserves
  • Claim Cycle and Run-Off Structures
  • Run-Off Triangle Structure
  • Mathematical Notation and Operators
  • The Chain Ladder Algorithm (Deterministic)

Related concepts

Main connections

  • Variance & standard deviation
  • Bayes' theorem & priors
  • Generalized linear models (GLM)
  • Maximum likelihood estimation
  • Poisson distribution
  • Mean & expected value

Compatible notation

Mathematical sample in LaTeX

The expression is rendered accessibly, with its LaTeX source preserved below.

𝒟I={(i,j):i+j−1≤I}
View LaTeX source\mathcal{D}_I = \{ (i,j) : i+j-1 \le I \}