Możliwości programu R w szacowaniu rezerwy IBNR1
Possibilities of R software in estimating the IBNR reserve

Summary/Abstract: The reserve for incurred but not reported losses (IBNR) is an important item in the insurance fund of non-life insurance companies. The literature devoted to this topic abounds in methods in which the IBNR reserve can be estimated, in which various techniques of statistical modelling, data analysis and data mining are used. The review of methods used to calculate the reserve in question is widely discussed in the literature. The aim of this article is to make the reader acquainted with the possibili- ties of using {ChainLadder} package of R software in analysis of loss ratio development and estima- tion of the IBNR reserve.

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