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Actuarial // Game 01

Loss Triangle Labyrinth

Reserve for claims that already happened but have not been paid.

Claims already happened. Most of the money has not been paid yet.

This is a run-off triangle: cumulative claims paid, by origin year (rows) and development year (columns). The upper-left is history. The lower-right is your problem - money you owe but have not paid, and must hold reserves against today.

LINK RATIOShow claims mature
CHAIN LADDERproject to ultimate
IBNRultimate minus paid
BORNHUETTER-FERGUSONwhen the data is thin

Interview lens: every reserving interview starts here. Get the link ratios right, then know the one situation where chain ladder blows up.