Statistical Methods for Health Actuaries–IBNR Estimates: An Introduction
Research Projects – Health
The Health Section Research Team is pleased to make available the first in a series of guides on the use of statistical techniques that are geared toward the work of a practicing health actuary.
The first guide in the series deals with the calculation of incurred but not reported (IBNR) health claim reserves and specifically the development of confidence intervals around IBNR estimates. The guide was co–authored by Jinadasa Gamage, Jed Linfield, Krzysztof Ostaszewski and Steven Siegel.
Along with the guide below two Excel workbooks were created to demonstrate the techniques discussed in the guide.
The Health Section would like to thank the following members of the Project Oversight Group for their help and support of the project:
- Rowen Bell
- David Dickson
- Doug Fearrington
- Chuck Fuhrer
- Eric Smithback
- Tony Wittman
- Kurt Wrobel
- Steve Siegel, SOA Research Actuary
Special thanks to Claire Bilodeau, Elaine Canlas, Walter James, Stuart Klugman, and Jim Mange for their review and comments on the guide.
Questions Or Comments?
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Disclaimer for Software Posted on Web site
Important: The Statistical Tools Regression Method and Simulation Example Workbooks ("Software") posted on this site are the property of the Society of Actuaries ("SOA") and is protected under U.S. and international copyright laws. They were created for the SOA by Jinadasa Gamage, Jed Linfield, Krzysztof Ostaszewski and Steven Siegel.
The Software has been developed for the benefit of actuaries FOR EDUCATIONAL USE ONLY, although others may find it useful. SOA makes the Software available to individual users for their personal use on a non–exclusive basis. No commercial use, reproduction or distribution is permitted whatsoever.
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