[[Actuarial Notes Wiki|Wiki]] / [[Exam 5 (CAS)]] / **Cumulative Development Factor** ## Definition ==Cumulative Development Factor (CDF)== is the product of all age-to-age factors from a given age to ultimate, representing the total development expected from that age. ## Formula ``` CDF_{age n to ultimate} = Product of all age-to-age factors from n to ultimate Example: Age-to-age factors: 12-24: 1.500 24-36: 1.167 36-48: 1.057 48-Ult: 1.020 CDF 12-Ult = 1.500 × 1.167 × 1.057 × 1.020 = 1.896 ``` ## Calculation Table ``` Age Age-to-Age CDF to Ultimate 12 1.500 1.896 24 1.167 1.264 36 1.057 1.084 48 1.020 1.033 Ult 1.000 1.000 ``` ## Uses ### Project Ultimate Losses ``` Ultimate = Reported Losses × CDF Example: Reported @ 12 months: $600,000 12-Ult CDF: 1.896 Ultimate: $600,000 × 1.896 = $1,137,600 ``` ### Calculate % Reported ``` % Reported = 1 / CDF Example: 12-Ult CDF: 1.896 % Reported @ 12 months: 1/1.896 = 52.7% % Unreported: 1 - 0.527 = 47.3% ``` ## Related Concepts - [[Age-to-Age Factor#Definition]] - [[Development Factor#Definition]] - [[Chain Ladder Method#Definition]] ## References - Friedland, Chapter 4