Real Loss Reserving Datasets

Real paid and incurred loss-development triangles — pulled from NAIC Schedule P via the CAS Loss Reserve Database, plus the classic Taylor & Ashe / Mack triangle — ready to feed straight into the reserving calculators and Decision Studio.

Source: CAS Loss Reserve Database (Meyers & Shi), pulled from NAIC Schedule P, 1988–1997. casact.org

Workers' Compensation

6 datasets

Allstate Ins Co Grp — Workers' Compensation

1988–1997 accident years · $000 · CAS Loss Reserve Database (Meyers & Shi), NAIC Schedule P

Actual outcome known

AY \ Age	1	2	3	4	5
1988	70,571	155,905	220,744	251,595	274,156
1989	66,547	136,447	179,142	211,343	231,430
1990	52,233	133,370	178,444	204,442	222,193
1991	59,315	128,051	169,793	196,685	213,165

Hindsight test Open in Chain-Ladder Open in Bornhuetter–Ferguson Open in Bootstrap

State Farm Mut Grp — Workers' Compensation

1988–1997 accident years · $000 · CAS Loss Reserve Database (Meyers & Shi), NAIC Schedule P

Actual outcome known

AY \ Age	1	2	3	4	5
1988	22,190	60,834	85,104	100,151	108,812
1989	26,542	77,798	106,407	122,422	133,359
1990	32,977	100,494	134,886	157,758	168,991
1991	38,604	114,428	157,103	181,322	197,411

Hindsight test Open in Chain-Ladder Open in Bornhuetter–Ferguson Open in Bootstrap

Federal Ins Co Grp — Workers' Compensation

1988–1997 accident years · $000 · CAS Loss Reserve Database (Meyers & Shi), NAIC Schedule P

Actual outcome known

AY \ Age	1	2	3	4	5
1988	21,898	56,339	78,457	92,820	101,261
1989	22,549	59,459	82,918	98,768	105,504
1990	23,881	60,315	85,828	98,656	106,590
1991	25,897	71,409	95,443	111,051	120,780

Hindsight test Open in Chain-Ladder Open in Bornhuetter–Ferguson Open in Bootstrap

Erie Ins Exchange Grp — Workers' Compensation

1988–1997 accident years · $000 · CAS Loss Reserve Database (Meyers & Shi), NAIC Schedule P

Actual outcome known

AY \ Age	1	2	3	4	5
1988	7,113	14,528	18,795	21,034	22,823
1989	9,163	18,770	23,895	28,168	31,097
1990	11,334	22,075	29,191	34,085	37,103
1991	13,131	27,922	36,280	41,515	45,938

Hindsight test Open in Chain-Ladder Open in Bornhuetter–Ferguson Open in Bootstrap

California Cas Grp — Workers' Compensation

1988–1997 accident years · $000 · CAS Loss Reserve Database (Meyers & Shi), NAIC Schedule P

Actual outcome known

AY \ Age	1	2	3	4	5
1988	9,558	22,778	33,298	40,348	45,146
1989	7,913	19,472	29,622	36,816	40,975
1990	8,744	24,302	35,406	43,412	48,057
1991	13,301	32,950	47,201	56,394	61,650

Hindsight test Open in Chain-Ladder Open in Bornhuetter–Ferguson Open in Bootstrap

Lumbermens Underwriting Alliance — Workers' Compensation

1988–1997 accident years · $000 · CAS Loss Reserve Database (Meyers & Shi), NAIC Schedule P

Actual outcome known

AY \ Age	1	2	3	4	5
1988	19,016	44,632	59,804	66,052	70,115
1989	17,346	42,058	59,686	64,821	67,313
1990	12,212	28,087	42,719	46,564	48,016
1991	9,490	19,697	32,062	38,698	40,369

Hindsight test Open in Chain-Ladder Open in Bornhuetter–Ferguson Open in Bootstrap

Private Passenger Auto

3 datasets

State Farm Mut Grp — Private Passenger Auto

1988–1997 accident years · $000 · CAS Loss Reserve Database (Meyers & Shi), NAIC Schedule P

Actual outcome known

AY \ Age	1	2	3	4	5
1988	2,439,272	4,722,902	5,705,646	6,238,289	6,519,491
1989	2,828,267	5,368,026	6,494,597	7,096,377	7,417,869
1990	3,186,948	5,913,490	7,140,613	7,774,615	8,096,374
1991	3,192,619	5,878,000	7,075,254	7,698,459	7,996,404

Hindsight test Open in Chain-Ladder Open in Bornhuetter–Ferguson Open in Bootstrap

United Services Automobile Asn Grp — Private Passenger Auto

1988–1997 accident years · $000 · CAS Loss Reserve Database (Meyers & Shi), NAIC Schedule P

Actual outcome known

AY \ Age	1	2	3	4	5
1988	271,778	530,060	700,671	783,609	844,980
1989	296,828	601,823	780,171	888,761	944,970
1990	334,331	676,028	878,584	990,678	1,039,004
1991	354,530	741,578	950,130	1,063,478	1,112,208

Hindsight test Open in Chain-Ladder Open in Bornhuetter–Ferguson Open in Bootstrap

FL Farm Bureau Grp — Private Passenger Auto

1988–1997 accident years · $000 · CAS Loss Reserve Database (Meyers & Shi), NAIC Schedule P

Actual outcome known

AY \ Age	1	2	3	4	5
1988	102,260	168,086	190,196	199,058	203,783
1989	113,438	188,826	211,976	221,104	225,131
1990	128,209	213,190	241,623	253,582	257,674
1991	129,181	218,195	248,903	259,789	264,556

Hindsight test Open in Chain-Ladder Open in Bornhuetter–Ferguson Open in Bootstrap

Commercial Auto

3 datasets

State Farm Mut Grp — Commercial Auto

1988–1997 accident years · $000 · CAS Loss Reserve Database (Meyers & Shi), NAIC Schedule P

Actual outcome known

AY \ Age	1	2	3	4	5
1988	54,699	108,337	143,899	164,818	179,538
1989	60,091	119,366	151,151	174,665	185,469
1990	65,860	130,803	172,390	197,977	210,230
1991	61,946	121,108	158,880	182,689	195,247

Hindsight test Open in Chain-Ladder Open in Bornhuetter–Ferguson Open in Bootstrap

Federal Ins Co Grp — Commercial Auto

1988–1997 accident years · $000 · CAS Loss Reserve Database (Meyers & Shi), NAIC Schedule P

Actual outcome known

AY \ Age	1	2	3	4	5
1988	13,457	34,825	47,886	54,133	58,087
1989	19,839	35,763	50,410	57,288	59,881
1990	12,539	39,729	50,719	55,531	58,555
1991	10,985	43,846	53,507	56,949	61,031

Hindsight test Open in Chain-Ladder Open in Bornhuetter–Ferguson Open in Bootstrap

Canal Ins Co Grp — Commercial Auto

1988–1997 accident years · $000 · CAS Loss Reserve Database (Meyers & Shi), NAIC Schedule P

Actual outcome known

AY \ Age	1	2	3	4	5
1988	9,352	18,101	22,309	25,361	26,942
1989	9,545	18,379	23,380	25,843	27,328
1990	10,928	21,003	26,380	29,084	30,421
1991	12,158	23,141	28,905	31,787	32,686

Hindsight test Open in Chain-Ladder Open in Bornhuetter–Ferguson Open in Bootstrap

General

1 datasets

Taylor & Ashe (1983) — General Liability (classic textbook triangle)

1977–1986 accident years · $000 · Taylor, G.C. & Ashe, F.R. (1983); also used in Mack (1993) as the 'GenIns' triangle

AY \ Age	1	2	3	4	5
1977	357,848	1,124,788	1,735,330	2,218,270	2,745,596
1978	352,118	1,236,139	2,170,033	3,353,322	3,799,067
1979	290,507	1,292,306	2,218,525	3,235,179	3,985,995
1980	310,608	1,418,858	2,195,047	3,757,447	4,029,929

Hindsight test Open in Chain-Ladder Open in Bornhuetter–Ferguson Open in Bootstrap