ELRF™ Enterprise: Actuarial Reserving Software

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The Extended Link Ratio Family (ELRF) modeling framework formulates average link ratio methods as regression estimators and extends them. This includes Mack (volume weighted averages), other weighted averages and extensions:

-Murphy (an intercept)
-A constant trend in the incrementals for each development period down the accident years
-Optimal combinations of intercepts, trends, and link ratios
-Control over variance assumptions (delta)

Standard deviations are computed analytically in all cases.

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