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Table 17 Aggregated RA

From: Claim reserving for insurance contracts in line with the International Financial Reporting Standards 17: a new paid-incurred chain approach to risk adjustments

 

0.90 CL

0.95 CL

0.99 CL

RA

RA (%)

RA

RA (%)

RA

RA (%)

VaR

586,476

4.21

762,604

5.47

1,101,150

7.90

CTE

818,662

5.87

970,599

6.96

1,274,986

9.14

CoC

251,297

1.80

326,596

2.34

471,843

3.39

 

\(\eta =0.10\)

\( \eta =0.05\)

\(\eta =0.01\)

WT

598,364

4.29

774,772

5.56

1,114,406

7.99

  1. All RA amounts are in thousands in Canadian dollars