Claim reserving for insurance contracts in line with the International Financial Reporting Standards 17: a new paid-incurred chain approach to risk adjustments

Claim reserving for insurance contracts in line with the International Financial Reporting Standards 17: a new paid-incurred chain approach to risk adjustments

Abstract This study considers the risk management of insurance policies in line with the implementation of the new International Financial Reporting Standards 17. It applies the paid-incurred chain method to model the future unpaid losses by combining the information channels of both the incurred cl...

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Bibliographic Details
Main Authors: Yixing Zhao, Rogemar Mamon, Heng Xiong
Format: article
Language:EN
Published: SpringerOpen 2021
Subjects:
Incurred claims
Paid losses
Paid-incurred chain model
Moment-based density approximation
Risk measures
International Financial Reporting Standards 17
Public finance
K4430-4675
Finance
HG1-9999
Online Access:https://doaj.org/article/fc94fb435dbb4cc5b1cbb3f4e246e033
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https://doaj.org/article/fc94fb435dbb4cc5b1cbb3f4e246e033

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