“We consider two possible approaches to the problem of incorporating explicit general (i.e. economic) #inflation in the #non_life [#insurance] #claims reserve estimates and in corresponding reserve SCR, defined – as in #solvencyii – under the one year view. The #actuarial approach provides a simplified solution to the problem, obtained under the assumption of deterministic #interestrates and absence of inflation risk premia.”
Incorporating Explicit General Inflation in the Estimation of the Non-Life Claims Reserve and the Related Risk
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