Fitch: U.S. P/C Industry Loss Reserves Remain Adequate
"Chances are limited for near-term reserve deficiencies emerging that would significantly affect capital levels," said Jim Auden, Managing Director. "Overall reserve stability is a function of enduring stable loss costs trends. Barring a meaningful upward shift in key loss cost drivers, including general inflation trends, medical expenses and litigation costs, a turn towards reserve deficiencies is unlikely."
The analysis also includes a stress test analysis of industry loss reserve adequacy, revealing that the industry's current capital position can withstand considerable reserve volatility, though the levels of reserve stress considered would have varying effects on individual insurers.
Fitch estimates that industry reserves were adequate at year-end 2014, within a potential for modest deficiencies after adjusting for allowable reserve discounts. Reserve strength of individual market segments differ to some degree. Medical professional liability and other liability claims made and occurrence lines are estimated to have redundant reserve levels. In addition, Fitch estimates personal lines segments, private passenger automobile liability and homeowners' multi-peril to be redundant.
In contrast, commercial auto liability and workers' compensation segments continue to have projected reserve deficiencies. Latent asbestos and environmental (A&E) exposures also continue to represent a source of unfavorable reserve development. In recent years, an increasing number of U.S. insurers opted to purchase reinsurance coverage to substantially reduce uncertainty tied to A&E claims.
For the ninth consecutive calendar year, property/casualty industry prior period loss reserves have developed favorably, positively affecting statutory profitability. The magnitude of favorable development declined moderately in 2014 but has increased slightly through the first nine months of 2015. More recent underwriting periods may generate future reserve redundancies. However, they are unlikely to generate favorable development at levels consistent with past hard market accident years such as 2005-2007 that now represent a smaller percentage of overall loss reserves.
The full report 'U.S. Property/Casualty Industry Loss Reserve Adequacy' dated Nov. 24, 2015, is available at 'www.fitchratings.com' under 'Insurance' and 'Special Reports'.
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