Bastien

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Bastien
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  • From syllabus:
    in PACICC Limits Comment by Bastien May 2022
  • Hi @Staff-T1! Could you please elaborate on why you discounted by 1.0234^(-1) instead of 1.0234^(-0.5). I thought discounting unpaid by the average date was the way to go to calculate APV(Unpaid). Is there something different here? Doing it this …
    in 2018.Fall #16 UCAE in Runoff vs in Liab Comment by Bastien April 2022
  • Hi, I have calculated my APV(Unpaid, net) as of 2017 for each AY separately. I got APV(Unpaid, net, AY2016 at 2017) = 2076$ (feel free to double check that). Is this expected to be the same as UCAE+IBNR from AY2016 at 2017 (900 + 1159 = 2059)? I …
    in 2018.Fall #16 UCAE in Runoff vs in Liab Comment by Bastien April 2022
  • @felixc5 I did same as you I don't like how the answer provided states that an off-balance (rebase) is needed when using the indicated rate change (average factor of 0.9455 indicated vs 0.9401 current). Their mistake is to use OLEP after differ…
    in 2019 Spring 4a Comment by Bastien April 2022
  • Hi, I agree with @AnLaPe's comment about Exam1Q24b (thanks for the explanation). Personnally, I would rather see the source text wording of "Coverage unit in period" (used-up) in the wiki rather than "Coverage unit at beginning" which adds confusi…
    in Comments regarding practice exam 1 Comment by Bastien April 2022