Case Reserves vs IBNR - Insurance Terminology - Actuarial 101

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  • Опубликовано: 14 дек 2024

Комментарии • 7

  • @lav1093
    @lav1093 Год назад +2

    Hi, In which cases may the Case Reserve be negative?

    • @ArcherActuarialConsulting
      @ArcherActuarialConsulting  Год назад +4

      Hello. Negative case reserves are pretty rare. In my experience, when a case reserve is negative, it is either 1) an error, or 2) anticipation of a pending recovery, such as salvage or subrogration.

  • @favi8273
    @favi8273 6 месяцев назад +1

    Thanks for the video!
    Is my understanding correct:
    It is not assumed that a single case reserve can have an IBNR on top?
    In other words:
    IBNR and case reserves are "disjoint", i.e. IBNR are reserves of (yet unknown) cases that are not already covered by case reserves.

    • @ArcherActuarialConsulting
      @ArcherActuarialConsulting  6 месяцев назад +1

      Hi Favi. IBNR is designed to be an aggregate or "bulk" reserve and, as such, it is not related to a specific claim. That said, there are instances where IBNR is allocated to individual claims. In such instances, it is important to recognize the limitations inherent in the allocation.
      In practice, the preferred method for establishing reserves for known individual claims is through the case reserving process. If a claims adjuster believes that the case reserve for an individual claim is insufficient, he or she could simply increase the case reserves.
      IBNR are reserves for both known AND unknown claims. For known (reported) claims, IBNR is an estimate of potential case reserve inadequacies. For unknown (unreported) claims, IBNR is an estimate of the expected loss related to unreported claims (this is also called "pure IBNR").
      Hope that helps!

    • @favi8273
      @favi8273 6 месяцев назад

      @@ArcherActuarialConsulting Very helpful indeed! Especially the last section.

  • @AshleyPancholi-o6c
    @AshleyPancholi-o6c 8 месяцев назад

    HI there would pipeline claims not be a soruce of RBNS not IBNR, for example for CI insurance claims in the pipeline could inlude claims still in the assessment period which would be RBNS as the insurer is aware of this claim?

    • @ArcherActuarialConsulting
      @ArcherActuarialConsulting  8 месяцев назад

      Hi. RBNS (reported but not settled) and IBNR (incurred but not reported) are not mutually exclusive concepts, so there can be overlap, depending on how IBNR is defined.
      Pipeline claims would be considered to be a type of RBNS since the claims have been reported but are not yet settled (paid). Pipeline claims are also a type of IBNR because they have been incurred (the accident has occurred) but not "reported". The word "reported" in IBNR is used in a different sense - here, it is referring to the fact a claim has been incurred but the insurer has not "reported" a corresponding payment or case reserve in its financial statements.
      This is a tricky topic due to poorly selected and inconsistently applied terminology, IMO. IBNR can be interpreted in a literal way to mean claims that have been incurred but have not yet been reported to the insurer. This type of IBNR is often referred to as "pure IBNR". The more common interpretation of IBNR is more general: it includes pure IBNR as well as expected development on known (reported) claims.
      I hope this helps!
      Don