Abstract
Over the past decade, the senior management of P/L insurers have expressed an ever increasing concern regarding the impact of inflation on loss reserves. They want to know: I. What inflationary assumptions underlie their current reserve levels?
How much will current reserve adequacy be changed if future inflation is different than this assumption.
Volume
May
Page
384-400
Year
1981
Categories
Financial and Statistical Methods
Asset and Econometric Modeling
Inflation
Actuarial Applications and Methodologies
Reserving
Reserving Methods
Publications
Casualty Actuarial Society Discussion Paper Program
