Tail Liability Explained - Loss Reserves - Claims Made - P&C Insurance - Actuarial 101

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  • Опубликовано: 13 дек 2024

Комментарии • 7

  • @feelzofmusic
    @feelzofmusic 4 месяца назад +1

    at 2:37 mentioned for gray traingle on the left, can you please elaborate why we have "no Exposure" there. I'm not able to visualise it. an example might be helpful, thanks !

    • @ArcherActuarialConsulting
      @ArcherActuarialConsulting  4 месяца назад +1

      Hello. The gray region represents the period where the reporting date is before the occurrence date. It is not possible to have a claim with those characteristics.
      For example, suppose a claim has a date of loss (i.e., the accident occurred) on 3/1/2024 and was reported on 2/1/2024. Obviously, a claim cannot be reported before it occurred. Hope this helps!

  • @quratulain5651
    @quratulain5651 4 месяца назад +1

    How can we recognize/establish
    Loss reserve or purchasing tail from insurance market

    • @ArcherActuarialConsulting
      @ArcherActuarialConsulting  4 месяца назад

      Hello. Many businesses that purchase claims-made insurance are required to carry a loss reserve liability to recognize the uninsured tail exposure. These businesses typically hire third-party actuaries to estimate their loss reserve need. If you would like more information, feel free to contact me at don.grimm@archeractuarial.com. Thanks!

    • @quratulain5651
      @quratulain5651 4 месяца назад +1

      @@ArcherActuarialConsulting
      So if I have understood correctly
      IBNR is basically loss reserve that covers this uninsured tail exposure
      Maybe I am wrong but
      I Need help with basics

    • @ArcherActuarialConsulting
      @ArcherActuarialConsulting  4 месяца назад +1

      ​@@quratulain5651 IBNR, or "incurred but not reported" can be used in different ways depending on the context.
      For claims-made coverage, IBNR is sometimes called IBNYR ("incurred but not yet reported"), or "late reported claim reserve". You are correct that an estimate of IBNR is necessary to recognize the uninsured tail liability. Another way to say this is that claims-made coverage does not cover late reported claims (claims reported after the policy effective date); therefore, an additional reserve (i.e., IBNR) is necessary to recognize expected future payments related to late-reported claims.

    • @quratulain5651
      @quratulain5651 4 месяца назад +1

      @@ArcherActuarialConsulting thank you
      And
      I must say
      I am learning a lot from your videos
      Hopefully I can see more