Insurance Reserving on Workers' Compensation
0.97RARRL-CVaR
Evaluation Results
| Method | Links | ||||
|---|---|---|---|---|---|
| RL-CVaR2025.04 | 0.97 | 0.98 | 0.88 | 1 | |
| Bootstrap (Stochastic)2025.04 | 0.92 | 1.15 | 0.78 | 5 | |
| Bornhuetter-Ferguson2025.04 | 0.91 | 1.18 | 0.76 | 6 | |
| Chain-Ladder2025.04 | 0.89 | 1.22 | 0.74 | 8 |