Insurance Reserving on Other Liability
0.95RARRL-CVaR
Evaluation Results
| Method | Links | ||||
|---|---|---|---|---|---|
| RL-CVaR2025.04 | 0.95 | 0.91 | 0.9 | 2 | |
| Bootstrap (Stochastic)2025.04 | 0.86 | 1.26 | 0.72 | 9 | |
| Bornhuetter-Ferguson2025.04 | 0.84 | 1.3 | 0.7 | 11 | |
| Chain-Ladder2025.04 | 0.81 | 1.35 | 0.67 | 14 |
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