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‘Ecous NanionAbe La Sranisngue £7 DE UADMIMISTRATIONECONOMIQUE 3, avenue Pie Larouste— 92245 Malskolf CEDEX, France Mémcze dt Acnnint~Promoson 2004 MODELE DE PROVISIONNEMENT SUR DONNEES DETAILLEES EN ASSURANCE NON-VIE [RESERVING MODEL BASED ON DETAILED DATA IN NON-LIFE INSURANCE (GUILLAUME BENETEAU MOTS-CLES : ProvsioNNENENT, METHODES STOCILASTOUES, GLM,IBNR, MODELES INpeipuais KEYWORDS. CLanusnESeAVING, STOCHASTIC METHODS,GIM, IBNR, Micro MODELS ‘Towers-Perrin Tillinghast, sa -octsbre 2004 Direeeur de mémoie: Mickel Lapaora (Comrespondat ENSAE ; Archi Charpentier cote Neriona.s bea Sransnigus er De /AbMaIsTAATIONEconoNQUE 3 avenue Pere Larousse 9245 Malakoff CEDEX. Panee Actual Thesis ~ Year 2004 RESERVING MODEL BASED ON DETAILED DATA IN NON- LIFE INSURANCE (GUILLAUME BENETEAU ~ Abstract - KEYWORDS. Cuan misaxiine, SrocHAsTic METHODS, GILM, BNR, Nicno Moosis ‘The insurance has the ditnetive nature to present an inverse economic cycle, tha i he Final cost of the product is only known long affer having clleded the premium, However, the accountng principals of prudence and sincerity require tom the insurer to recognize theultimate cost oft ies in his accounts, This cost canbe spit int two Parts: payments and oustanding claims reserve. By doing s, the actuaries have «9 anticipate the statistical time deviation of charges for reported losses nd late reporting ofelaims ‘+ Presentation The most widespread methodology to assess the ultimate value of ibis i the Chain- Ladder method. Data are usually aggregated by accident year and development year. In this model, the assumption is made thatthe aggregate payments’ patter i independent