Reserving: Micro-reserving for third party liability portfolio
18/05/2020Non Life: Credibility Model
18/05/2020
Medical Index: Place in an internal model
R&D
SITUATION
For some health insurance companies, medical index does not seem to reflect the real evolution of their own medical expenses.
SOLUTIONS
Detralytics provides two options for calculating the SCR linked to the inflation part of the disability-morbidity risk in an internal approach by assuming an autoregressive model AR(1) for the company and the market medical index.