IBNR reserves растут — actuaries worry about adequacy

Ситуация: IBNR (incurred but not reported) reserves увеличились на 15%. Actuarial team predicts shortfall в 6 months. Validate analysis.

Reserves = expected future claim payments. IBNR = case reports после reporting lag. Industry standard chain-ladder.

Доступные данные

• claims_dev: accident_year, dev_period, paid_to_date
• reserves: as_of_date, accident_year, ibnr_estimate

Задачи

• Triangulation: paid claims по accident year × dev period.
• Development factors: расчёт actual vs prior.
• Adequacy: actual ultimate vs current reserve.
• Recommendations.

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