A Control Approach to Insurance Loss Reserving

William K. King
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William K. King: University of Pittsburgh

Management Science, 1971, vol. 17, issue 6, B364-B370

Abstract: Most casualty insurance loss reserving has been performed on a "case basis" without regard to the causal factors which affect losses--accident frequency, accident severity, and the firm's exposure to claims. Here, a control approach is developed which permits the loss reserve decision-maker to establish loss reserves on the basis of these indicators of the current loss environment.

Date: 1971
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