Reserving 0.3rc2 (Release candidate)

Available downloads

Windows Installer

For Windows (62747 kB)

This is not a final release. Experimental releases should only be used for testing and development. Do not use these on production sites, and make sure you have proper backups before installing.

various bug fixes, one new feature: Reserve uncertainty estimates.

Release Notes

Triangles:

• can handle different triangle types (e.g. paid, incurred, etc.)
• can handle first reporting and first development periods which are not identical to the rest of the reporting or development periods.

Time Series:

• can handle first reporting period which is not identical to the rest of the reporting periods
• typically used to capture exposure

Patterns:

• can handle first development period which is not identical to the rest of the development period
  

Projections / projection methods:

• associated to a triangle, multiple projections can be associated to the same triangle
• Chain ladder, including reserve uncertainty estimates according to Wuethrich et. al.
• Additive
• application of a tail factor

Tags:

• user defined
• associated to triangles, projections, etc.
• typical usage is to tag a projection for the aggregation (aggregate al projections tagged as "selected" - even if they were calculated with different methods)
  

Data utilities:

• multiple, automatically synchronized views of data structures. E.g. cumulative, incremental and development ratio views for triangles and projections.
  
• Drag-n-drop support within and in/out of the application
  
• data diagnostics for triangles (detecting typical data import or entry errors or potential problems for reserving methods)
• comparison of data structures (e.g. difference of of two projections)
  

Two modes of user interaction:

• a guided way with less options: minimal requirement is to have a paid triangle, optionally an incurred triangle can be used.
  
• views and interactions more geared towards expert in reserving: possibility to associate different triangles, time series and patterns with a business segment, more options for the data structures and projection methods.
  

Change log

• bug fixes
• adding the option to calculate the reserve uncertainty estimates according to Wuethrich et al.