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DFA Insurance Company Case Study, Part I: - page 18 / 40

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Exhibit I DFNC a Consolidated Reserve Run-off Pattern

40%,

35%-

30%-

__. 25%-

"~ 20%-

,

1

~

15°/o.

10%-

Duration 2 7 years

5%-

0%

1

2

3

4

5

6

7

8 Year

9

10

11

12

Exhibit 2 DFAICa Consolidated Accident Year Payment Pattern

s°%1 I ,0%!

o.

30% 25%

20% . n

i

' %NI I

10%- 5%- 0%-

Duration 2 1 years

I

2

3

4

5

6

7

8 Year

9

10

11

12

?6

13

13

14

14

15

15

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