SCOR Foundation - New research project on Triangle Free Reserving
Автор: SCOR SE
Загружено: 2025-11-12
Просмотров: 433
Описание:
SCOR is backing a new research project in conjunction with the Institute of Mathematics of Marseille (I2M), titled: Triangle-Free Reserving.
This project will investigate methodologies for reserving that, instead of relying on aggregated loss data structured into triangles to project losses for each year, utilize the most granular level of available information. The research will build on the work done in “Triangle-free reserving - A non-traditional framework for estimating reserves and reserve uncertainty”, Parodi (2014), which presented a practical implementation of the “triangle-free reserving” framework. The idea of granular reserving has actually been around since the 1990s, although mostly in academic circles.
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