Research Article

An Estimation of a Hybrid Log-Poisson Regression Using a Quadratic Optimization Program for Optimal Loss Reserving in Insurance

Table 7

Predicted incremental payments from run-off triangle  Table 3.

Development Year
1 2 3 4 5 6 7

Accident Year 2007 3511 3215 2266 1712 1059 587 340
2008 4001 3702 2278 1180 956 629 350.9020
2009 4355 3932 1946 1522 1238 661.6201 375.9167
2010 4295 3455 2023 1320 1073.335 619.5253 351.9994
2011 4150 3747 2320 1502.970 1134 654.5405 371.8942
2012 5102 4548 2724.981 1820.420 1373.517 792.7891 450.4438
2013 6283 5587.059 3351.885 2239.222 1689.505 975.1765 554.0719