Mildenhall Aggregate

Loss Tools

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Example 15: Claim Count Development Model

 General Plot Characteristics Aggregate Frequency Specification
Num_L2: Agg Freq:
Plot Type: Agg Count:
Max FTU Agg Var:
Smoothing Observed to Date:
 Probabilities
p_00:
p_10:
p_01:
p_11:
Weight:
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Click compute to see results.

Notes

Ulimate CWA Counts
p01=1-p11
 
p11=A/(A+B+C)
Frequency: A+B+C
p00=0
 
p10=0
 
 
CWA to Date

Ultimate Reported Counts
p01=(C+F)/U
 
p11=1-p00
Frequency: U
p00=0
 
p10=0
 
 
Reported to Date

Ultimate Incurred Counts
p01=C/U
 
p11=(A+C)/U
Frequency: U
p00=(D+F)/U
 
p10=E/U
 
 
Incurred to Date

References