Exam 5 · Reserving Data & Development Triangles · Free Lesson

Explain what is at stake, for insurers and the entities that rely on them, when unpaid claim estimates are wrong.

Free CAS Exam 5 (Basic Ratemaking and Reserving) lesson in Reserving Data & Development Triangles. 15 min read, ~2,287 words.

An insurer collects premium today and pays claims for years afterward. The unpaid claim estimate is management's best guess at that future bill. If the guess is wrong, everyone who trusts the balance sheet inherits the error.

The unpaid claim estimate is what an estimation technique produces for claims that have occurred but are not yet fully paid. It has five components: case outstanding (the case reserves adjusters set on known claims), a provision for future development on known claims, an estimate for reopened claims, pure IBNR (the provision for claims that have occurred but have not yet been reported), and claims in transit (claims reported but not yet recorded). The last four together form the broad definition of IBNR; pure IBNR is only the unreported piece.

KEY: Do not equate the estimate with the booked figure. The unpaid claim estimate is what a technique produces, and it can differ by method and by valuation date. The carried reserve is the amount management actually books in the financial statement.

Read the full lesson, free →
Worked examples and practice. Free with a free account, no card.

Common mistakes

Bottom line

Exam shortcut

Translate any reserve error into surplus using leverage: multiply the percentage reserve error by the reserve-to-surplus ratio. That single step shows why solvency is so sensitive to estimation. Memorize the sign map: deficient reserves overstate surplus and income and understate rates; redundant reserves do the opposite. If a question asks which error flatters the financials, the answer is deficiency.

The full lesson (about 2,287 words, 15 min read) adds 2 worked examples, all 7 common mistakes, a self-check, free in the app.

Learning objectives

Browse all free Exam 5 lessons or jump into free Exam 5 practice questions.