This data represents ten complete years of Schedule P development for many NAIC reporting companies. The data was prepared by Glenn Meyers and Peng Shi and is available from the CAS https://www.casact.org/research/index.cfm?fa=loss_reserves_data.

NOte that the columns have been given more user friendly names. The original column names may be restored by using the CasColNames function.

  • GroupCode: NAIC company code

  • Company

  • AccidentYear

  • DevelopmentYear

  • Lag: Integer indicating the development lag in years.

  • CumulativeIncurred

  • CumulativePaid

  • IBNR: Bulk and IBNR reserves

  • DirectEP: Direct and assumed earned premium, gross of reinsurance.

  • CededEP: Earned premium ceded to reinsurers.

  • NetEP: Premium earned net of reinsurance.

  • Single: Either 1 or 0. 1 indicates a single entity, 0 indicates a group entity.

  • Reserve1997: Posted reserves as of year-end 1997.

Source

https://www.casact.org/research/reserve_data/ppauto_pos.csv

https://www.casact.org/research/reserve_data/wkcomp_pos.csv

https://www.casact.org/research/reserve_data/comauto_pos.csv

https://www.casact.org/research/reserve_data/medmal_pos.csv

https://www.casact.org/research/reserve_data/prodliab_pos.csv

https://www.casact.org/research/reserve_data/othliab_pos.csv