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IFRS 17: Deriving the confidence level for the Risk Adjustment: A case study for life (re)insurers
By Alexandre Boumezoued, Amal Elfassihi, Cormac Gleeson, Andrew Kay, Orlaith Lehane , Bertrand Lespinasse, and Damien Louvet
11 November 2020
The IFRS 17 Risk Adjustment creates challenges for (re)insurers, such as how to determine the confidence level needed for disclosure purposes, and how to restate a given confidence level over different time horizons. This paper presents a solution to address these challenges and details a case study for a life company.
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IFRS 17: Deriving the confidence level for the Risk Adjustment: A case study for life (re)insurers
This paper presents a solution to address (re)insurers’ challenges, including how to determine the confidence level needed for disclosure purposes and how to restate a given confidence level over different time horizons.
Alexandre Boumezoued, Amal Elfassihi, Cormac Gleeson, Andrew Kay, Orlaith Lehane , Bertrand Lespinasse, Damien Louvet