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Valuation of long term claims in a stable environment

Author:
David E A Sanders
Source:
General Insurance Convention 1984
Publication date:
01 August 1984
File:
PDF 51.26 KB
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Document description

The method described below makes the following implicit assumptions: 1) The question of claims is known reasonably accurately (or can be simulated) and is relatively stable. 2) The assets held in respect of such claims are separately identifiable and segregated.