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.
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
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