Exam 5 · Reserving Data & Development Triangles · Free Lesson

Arrange claim data for a reserve study on calendar, accident, policy, underwriting, and report year bases.

Free CAS Exam 5 (Basic Ratemaking and Reserving) lesson in Reserving Data & Development Triangles. 17 min read, ~2,604 words.

Two reserve analysts pull the same claim file and reach different reserves. The reason is rarely the data. It is how each one grouped the transactions into years.

A claim has several dates: the accident date, the report date, each payment date, and the effective date of its policy. Each reserve basis picks one of those dates to sort the claim into a year. The choice controls which claims land in which row of your triangle, and therefore what your development factors look like.

KEY: The reserve basis is just a rule for choosing which date defines the year. Same claims, different sorting date, different diagonal.

Before you sort a claim, name its dates. Friedland's data-organization framework lists five key dates: the policy effective date, the accident date, the report date, the accounting date, and the valuation date. The first three define the bases above. The last two govern the reserve study itself.

The accounting date fixes which incurred claims your liability covers. It is the cutoff that says "estimate the unpaid amount for every claim incurred on or before this date." A...

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Exam shortcut

Ask "which date defines the year?" Transaction date is calendar, loss date is accident, policy effective date is policy or underwriting, report date is report year. That one question sorts any claim. If a question mentions 24 months of exposure or blended rate levels, it is a policy year. If it mentions frozen year-end figures, it is calendar year. If it says claims-made or no IBNR, it is report year.

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