The following table shows information regarding our average loss reserves per default, including IBNR and LAE  reserves: December 31, 2012 2011 2010 First-lien reserve per default (1) Primary reserve per default. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . $ 29,510 $ 26,007 $ 23,374 Primary reserve per default excluding IBNR . . . . . . . . . . . . . . . . . . . . . . 26,408 24,637 23,110 Pool reserve per default (2). . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 17,821 16,305 17,456 Total first-lien reserve per default. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 27,605 24,420 22,158 (1) Calculated as total reserves divided by total defaults. (2) If calculated before giving ef fect to deductibles and stop losses in pool transactions, the pool reserve per default at  December 31, 2012, 2011 and 2010 would be $28,125, $25,402 and $28,265, respectively.   Total mortgage insurance claims paid in 2012 were $1.0 billion. Foreclosure backlogs, servicer delays and loan  modification programs have reduced the number of defaults going to claim. In addition, our extensive review of a substantial  portion of our claims has slowed our internal claims payment process and has resulted in a significant increase in the number of  claim denials in recent periods as a result of servicers failing to produce the documents necessary to perfect a claim submission.  While this increasing trend has the ef fect of reducing claims paid in current periods, we expect a significant portion of denials  to be resubmitted and ultimately paid and our incurred loss and claims paid estimates reflect this expectation.  Although  significant uncertainty remains, we currently expect claims paid to be between $900 million and $1 billion in 2013. In addition, as part of our claims review process, we assess whether defaulted loans were serviced appropriately in  accordance with our insurance policies and servicing guidelines.  To the extent a servicer has failed to satisfy its servicing  obligations, our policies provide that we may curtail the claim payment for such default, and in some circumstances, cancel  coverage or deny the claim. In 2012, claim curtailments due to servicer noncompliance with our insurance policies and  servicing guidelines increased both in frequency and in size, which has contributed to a reduction in the severity of our claim  payments during this period. While we cannot give assurance regarding the extent or level at which such claim curtailments will  continue, we expect this trend to continue in light of well publicized issues in the servicing industry and our existing portfolio  of aged defaults. Claim activity on prime loans has historically reached its highest level in the third through fifth years after the year of  policy origination, and on non-prime loans, claim activity has historically reached its highest level in the second through fourth  years. Based on these trends, approximately 38.8% and 27.6% of our primary RIF at December 31, 2012 and 2011,  respectively, had not yet reached its highest claim frequency years.  All of our pool RIF at December 31, 2012 had reached its  highest expected claim frequency years. Notwithstanding historical trends, the insurance we wrote from 2005 through 2008 has  experienced default and claim activity sooner and to a significantly greater extent than has been the case historically for our  books of business. 113