Cumulative Paid Loss Triangle
M€ · edit cells · diagonal = latest calendar year
Development Factors
â– Chain-Ladder
â– Wave-corrected
Factors
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Enter or edit the triangle, then compute
The default triangle uses French CatNat windstorm data.
Click â–¶ Compute IBNR to run both models.
Click â–¶ Compute IBNR to run both models.
Calculated peril
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M€ · classical reserve
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M€ · wave-corrected reserve
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M€ · reserve strengthening
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% · relative precision floor
Reserve by Accident Year
| Acc. Year | Ultimate (CL) | IBNR — CL | IBNR — Wave | Difference |
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IBNR by accident year — Wave vs Chain-Ladder
Development factors — Wave vs Chain-Ladder
Wave-Mechanical Interpretation
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