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Actuary版 - 请教一个P&C Reserving中time value of money 的问题
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1 (共1页)
y**g
发帖数: 34
1
听说reserving中是不可以计算present value of cash flow, 而是算到多少cash
flow就放
多少钱,不能discount value, 对马?知道的能说说为什么吗?
还有,P&C reserving 和life and health的有何不同呢?谢谢
r*******n
发帖数: 1739
2
theoretically a company books undiscounted reserves for conservatism. but
for certain lines, like WC, discounting is not uncommon.
practically, it doesn't matter. a company only books the amount that the CEO
feels comfortable with. actuaries by all means just make it happen.
y**g
发帖数: 34
3
Thank you. Is that because most P&C products are short-tailed?

but
the CEO

【在 r*******n 的大作中提到】
: theoretically a company books undiscounted reserves for conservatism. but
: for certain lines, like WC, discounting is not uncommon.
: practically, it doesn't matter. a company only books the amount that the CEO
: feels comfortable with. actuaries by all means just make it happen.

C*****3
发帖数: 4215
4
haha, haven't seen you in a long time!

CEO

【在 r*******n 的大作中提到】
: theoretically a company books undiscounted reserves for conservatism. but
: for certain lines, like WC, discounting is not uncommon.
: practically, it doesn't matter. a company only books the amount that the CEO
: feels comfortable with. actuaries by all means just make it happen.

1 (共1页)
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