Student Work

 

Inflationary effects on loss reserves Public

Downloadable Content

open in viewer

Accurate reserves for future claims are crucial to the financial success of an insurance company. This project compares the reserving model currently used by Travelers Property & Casualty (retrospective in nature) to a model suggested by Robert Butsic (prospective, allowing for changing inflationary trends). A common mathematical language for the two models is developed, an Excel program to implement them is written, and numerical simulations run to make comparisons.

  • This report represents the work of one or more WPI undergraduate students submitted to the faculty as evidence of completion of a degree requirement. WPI routinely publishes these reports on its website without editorial or peer review.
Creator
Publisher
Identifier
  • 99D001M
Advisor
Year
  • 1999
Sponsor
Date created
  • 1999-01-01
Resource type
Major
Rights statement
License

Relationships

In Collection:

Items

Permanent link to this page: https://digital.wpi.edu/show/1831cp223