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IFRS 17: Deriving the confidence level for the Risk Adjustment: A case study for life (re)insurers
11 November 2020 - by Alexandre Boumezoued, Amal Elfassihi, Cormac Gleeson, Andrew Kay, Orlaith Lehane, Bertrand Lespinasse, Damien Louvet
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.