REVENUE RULE 90-26

1990-1 C.B. 124, 1990-13 I.R.B. 7.

Internal Revenue Service
Revenue Ruling

INSURANCE COMPANIES; LOSS RESERVES; DISCOUNTING UNPAID LOSSES

Published: March 9, 1990

Section 846. - Discounted Unpaid Losses Defined
Insurance companies; loss reserves; discounting unpaid losses. The loss payment patterns and discount factors are set forth for calendar year 1990 for each property and casualty business to be used in discounting the deduction for loss reserves for purposes of section 846 of the Code.

For purposes of section 846 of the Internal Revenue Code, the following are the loss payment patterns and discount factors for calendar year 1990 for each property and casualty line of business to be used in discounting the deduction for loss reserves. Section 846 requires all property and casualty loss reserves (unpaid losses and unpaid loss adjustment expenses) for each line of business (as shown on the annual statement approved by the National Association of Insurance Commissioners (NAIC)) to be discounted for federal income tax purposes. The discount factors were determined by using an interest rate for 1990 of 8.37 percent, the interest rate determined under section 846(c).

DRAFTING INFORMATION

The principal author of this revenue ruling is Katherine A. Hossofsky of the Office of Assistant Chief Counsel (Financial Institutions & Products). For further information regarding this revenue ruling contact Katherine Ann Hossofsky on (202) 566-3458 (not a toll-free call).


COMPOSITE SCHEDULE P

Years before current year Year loss incurred Loss & loss expense payments to date (000s) Total losses & loss expense incurred (000s) Cummul. fraction of loss paid (%) Fraction of loss paid during year (%) Fraction of loss unpaid, year-end (%) Discount'd fraction unpaid, year-end (%) Reserve discount factor (%)
AY + 0
AY + 1
AY + 2
AY + 3
AY + 4
AY + 5
AY + 6
AY + 7
AY + 8
AY + 9
AY + 10
AY + 11
AY + 12
AY + 13
AY + 14
AY + 15
1985
1984
1983
1982
1981
1980
1979
1978
1977
1976
Pre 1976
n/a
n/a
n/a
n/a
n/a
27050900
42762165
46304723
46339283
44014354
41790830
38531049
33285121
29524057
26745914
184257188
n/a
n/a
n/a
n/a
n/a
78832067
70059326
62932278
56724398
50826873
46281924
41768331
35572301
31225532
28167858
188825255
n/a
n/a
n/a
n/a
n/a
34.3146
61.0371
73.5787
81.6920
86.5966
90.2962
92.2494
93.5703
94.5510
94.9519
n/a
n/a
n/a
n/a
n/a
n/a
34.3143
26.7225
12.5416
8.1133
4.9046
3.6996
1.9532
1.3209
0.9807
0.4009
0.4009
0.4009
0.4009
0.4009
0.4009
3.0437
65.6854
38.9629
26.4213
18.3080
13.4034
9.7038
7.7506
6.4297
5.4490
5.0481
4.6472
4.2464
3.8455
3.4446
3.0437
0.0000
54.2288
30.9494
20.4840
13.7525
9.7978
6.7665
5.2996
4.3681
3.7128
3.6063
3.4908
3.3657
3.2300
3.0831
2.9238
0.0000
82.5584
79.4331
77.5283
75.1173
73.0994
69.7311
68.3769
67.9368
68.1378
71.4380
75.1156
79.2599
83.9959
89.5048
96.0606
96.0606

AUTOMOBILE LIABILITY

Years before current year Year loss incurred Loss & loss expense payments to date (000s) Total losses & loss expense incurred (000s) Cummul. fraction of loss paid (%) Fraction of loss paid during year (%) Fraction of loss unpaid, year-end (%) Discount'd fraction unpaid, year-end (%) Reserve discount factor (%)
AY + 0
AY + 1
AY + 2
AY + 3
AY + 4
AY + 5
AY + 6
AY + 7
AY + 8
AY + 9
AY + 10
AY + 11
AY + 12
AY + 13
1985
1984
1983
1982
1981
1980
1979
1978
1977
1976
Pre 1976
n/a
n/a
n/a
10734519
18397279
20047428
19808529
18974882
17105852
16266022
14534843
12853464
11389407
91306371
n/a
n/a
n/a
31281287
28217053
24986353
22243403
20225872
17717213
16633374
14766868
13027563
1156437
91545592
n/a
n/a
n/a
34.3161
65.1992
80.2335
89.0535
93.8149
96.5493
97.7915
98.4287
98.6636
98.9829
n/a
n/a
n/a
n/a
34.3161
30.8830
15.0344
8.8200
4.7614
2.7344
1.2421
0.6373
0.2349
0.3193
0.3193
0.3193
0.3193
0.0592
65.6839
34.8008
19.7665
10.9465
6.1851
3.4507
2.2085
1.5713
1.3364
1.0171
0.6978
0.3785
0.0592
0.0000
57.6062
30.2783
17.1616
9.4164
5.2479
2.8405
1.7852
1.2712
1.1332
0.8956
0.6382
0.3592
0.0568
0.0000
87.7021
87.0044
86.8219
86.0219
84.8471
82.3190
80.8335
80.9065
84.7922
88.0555
91.4560
94.9008
96.0606
96.0606

OTHER LIABILITY

Years before current year Year loss incurred Loss & loss expense payments to date (000s) Total losses & loss expense incurred (000s) Cummul. fraction of loss paid (%) Fraction of loss paid during year (%) Fraction of loss unpaid, year-end (%) Discount'd fraction unpaid, year-end (%) Reserve discount factor (%)
AY + 0
AY + 1
AY + 2
AY + 3
AY + 4
AY + 5
AY + 6
AY + 7
AY + 8
AY + 9
AY + 10
AY + 11
AY + 12
AY + 13
AY + 14
AY + 15
1985
1984
1983
1982
1981
1980
1979
1978
1977
1976
Pre 1976
n/a
n/a
n/a
n/a
n/a
824218
1752555
2493908
3181315
3429366
3548964
3339115
3050437
2812829
2702169
23480898
n/a
n/a
n/a
n/a
n/a
8957695
6901148
6222045
5762517
5180556
4724863
4162493
3610079
3245716
3081827
25101360
n/a
n/a
n/a
n/a
n/a
9.2012
25.3951
40.0818
55.2070
66.1969
75.1125
80.2191
84.4978
86.6628
87.6807
n/a
n/a
n/a
n/a
n/a
n/a
9.2012
16.1939
14.6867
15.1252
10.9898
8.9157
5.1066
4.2787
2.1650
1.0179
1.0179
1.0179
1.0179
1.0179
1.0179
7.2296
90.7988
74.6049
59.9182
44.7930
33.8031
24.8875
19.7809
15.5022
13.3372
12.3193
11.3013
10.2834
9.2655
8.2475
7.2296
0.0000
67.2552
56.0265
45.4270
33.4837
24.8458
17.6441
13.8049
10.5062
9.1318
8.8364
8.5163
8.1695
7.7936
7.3862
6.9448
0.0000
74.0706
75.0977
75.8150
74.7521
73.5014
70.8954
69.7890
67.7723
68.4684
71.7285
75.3570
79.4435
84.1145
89.5571
96.0606
96.0606

WORKER'S COMPENSATION

Years before current year Year loss incurred Loss & loss expense payments to date (000s) Total losses & loss expense incurred (000s) Cummul. fraction of loss paid (%) Fraction of loss paid during year (%) Fraction of loss unpaid, year-end (%) Discount'd fraction unpaid, year-end (%) Reserve discount factor (%)
AY + 0
AY + 1
AY + 2
AY + 3
AY + 4
AY + 5
AY + 6
AY + 7
AY + 8
AY + 9
AY + 10
AY + 11
AY + 12
AY + 13
AY + 14
AY + 15
1985
1984
1983
1982
1981
1980
1979
1978
1977
1976
Pre 1976
n/a
n/a
n/a
n/a
n/a
3932938
7635807
8124465
8126215
8203632
7893190
7559441
6621807
5981586
5510811
46351166
n/a
n/a
n/a
n/a
n/a
15174769
14004437
11973169
10749254
10245226
9444281
8845526
7594942
6744498
6170361
48577936
n/a
n/a
n/a
n/a
n/a
25.9176
54.5242
67.8556
75.5979
80.0727
83.5764
85.4606
87.1871
88.6884
89.3110
n/a
n/a
n/a
n/a
n/a
n/a
25.9176
28.6066
13.3314
7.7423
4.4748
3.5037
1.8842
1.7264
1.5013
0.6226
0.6226
0.6226
0.6226
0.6226
0.6226
7.5759
74.0824
45.4758
32.1444
24.4021
19.9273
16.4236
14.5394
12.8129
11.3116
10.6890
10.0664
9.4438
8.8211
8.1985
7.5759
0.0000
58.4232
33.5336
22.4622
16.2824
12.9870
10.4266
9.3379
8.3222
7.4559
7.4318
7.4057
7.3774
7.3467
7.3135
7.2775
0.0000
78.8625
73.7393
69.8790
66.7257
65.1719
63.4857
64.2246
64.9515
65.9134
69.5274
73.5684
78.1190
83.2852
89.2048
96.0606
96.0606

MEDICAL MALPRACTICE

Years before current year Year loss incurred Loss & loss expense payments to date (000s) Total losses & loss expense incurred (000s) Cummul. fraction of loss paid (%) Fraction of loss paid during year (%) Fraction of loss unpaid, year-end (%) Discount'd fraction unpaid, year-end (%) Reserve discount factor (%)
AY + 0
AY + 1
AY + 2
AY + 3
AY + 4
AY + 5
AY + 6
AY + 7
AY + 8
AY + 9
AY + 10
AY + 11
AY + 12
AY + 13
AY + 14
AY + 15
1985
1984
1983
1982
1981
1980
1979
1978
1977
1976
Pre 1976
n/a
n/a
n/a
n/a
n/a
85689
312207
534322
745691
836834
846392
800223
745973
639578
627818
1959501
n/a
n/a
n/a
n/a
n/a
2835465
2404595
2280478
2095689
1839826
1574497
1316417
1109154
883594
835753
2323449
n/a
n/a
n/a
n/a
n/a
3.0220
12.9838
23.4303
35.5821
45.4844
53.7563
60.7880
67.2560
72.3837
75.1200
n/a
n/a
n/a
n/a
n/a
n/a
3.0220
9.9617
10.4465
12.1519
9.9023
8.2719
7.0316
6.4681
5.1277
2.7363
2.7363
2.7363
2.7363
2.7363
2.7363
11.1982
96.9780
87.0162
76.5697
64.4179
54.5156
46.2437
39.2120
32.7440
27.6163
24.8800
22.1436
19.4073
16.6709
13.9346
11.1982
0.0000
63.5019
58.4467
52.4638
44.2048
37.5964
32.1321
27.5016
23.0701
19.6631
18.4604
17.1570
15.744
14.2137
12.5548
10.7571
0.0000
65.4807
67.1676
68.5177
68.6220
68.9645
69.4843
70.1355
70.4561
71.2012
74.1978
77.4804
81.1265
85.2604
90.0983
96.0606
96.0606

FARMOWNERS MULTIPLE PERIL, HOMEONWERS MULTILPLE PERIL, COMMERCIAL MULTIPLE PERIL, OCEAN MARINE, AIRCRAFT (ALL PERILS) AND BOILER AND MACHINERY

Years before current year Year loss incurred Loss & loss expense payments to date (000s) Total losses & loss expense incurred (000s) Cummul. fraction of loss paid (%) Fraction of loss paid during year (%) Fraction of loss unpaid, year-end (%) Discount'd fraction unpaid, year-end (%) Reserve discount factor (%)
AY + 0
AY + 1
AY + 2
AY + 3
AY + 4
AY + 5
AY + 6
AY + 7
AY + 8
AY + 9
AY + 10
AY + 11
AY + 12
1985
1984
1983
1982
1981
1980
1979
1978
1977
1976
Pre 1976
n/a
n/a
11473534
14664316
15104598
14477532
12569638
12396429
10566246
8332059
7236609
6515706
21159251
n/a
n/a
20582849
18532075
17470233
15873533
13335391
12821063
10810520
8491257
7324158
6573477
21276916
n/a
n/a
55.7432
79.1294
86.4591
91.2055
94.2577
96.6880
97.7404
98.1252
98.8047
99.1212
n/a
n/a
n/a
55.7432
23.3862
7.3297
4.7464
3.0523
2.4303
1.0524
0.3847
0.6795
0.3165
0.3165
0.3165
0.2459
44.2568
20.8706
13.5409
8.7945
5.7423
3.3120
2.2596
1.8748
1.1953
0.8788
0.5624
0.2459
0.0000
38.6581
17.5486
11.3871
7.3992
4.8411
2.7163
1.8481
1.6023
1.0290
0.7857
0.5220
0.2362
0.0000
87.3496
84.0827
84.0941
84.1339
84.3056
82.0146
81.7897
85.4617
86.0856
89.3980
92.8170
96.0606
96.0606

FIRE

Years before current year Year loss incurred Net losses paid in year (000s) Unpaid losses beginning of year(000s) Fraction of unpaid loss paid in year(%) Fraction of total loss paid during year (%) Fraction of loss unpaid, year-end (%) Discount'd fraction unpaid, year-end (%) Reserve discount factor (%)
AY + 0
AY + 1
AY + 2
AY + 3
1985
1984
Pre 1984
n/a
1182445
687222
196764
n/a
2142829
944426
462600
n/a
55.1815
72.7661
n/a
n/a
55.1815
32.6127
6.1029
6.1029
44.8185
12.2058
6.1029
0.0000
41.7295
11.2722
5.8625
0.0000
93.1078
92.3510
96.0606
96.0606

ALLIED LINES

Years before current year Year loss incurred Net losses paid in year (000s) Unpaid losses beginning of year(000s) Fraction of unpaid loss paid in year(%) Fraction of total loss paid during year (%) Fraction of loss unpaid, year-end (%) Discount'd fraction unpaid, year-end (%) Reserve discount factor (%)
AY + 0
AY + 1
AY + 2
AY + 3
1985
1984
Pre 1984
n/a
657907
297197
77676
n/a
1076282
388220
174175
n/a
61.1278
76.5538
n/a
n/a
61.1278
29.7582
4.5570
4.5570
38.8722
9.1141
4.5570
0.0000
36.3527
8.4169
4.3775
0.0000
93.5185
92.3510
96.0606
96.0606

INLAND MARINE

Years before current year Year loss incurred Net losses paid in year (000s) Unpaid losses beginning of year(000s) Fraction of unpaid loss paid in year(%) Fraction of total loss paid during year (%) Fraction of loss unpaid, year-end (%) Discount'd fraction unpaid, year-end (%) Reserve discount factor (%)
AY + 0
AY + 1
AY + 2
AY + 3
1985
1984
Pre 1984
n/a
1101567
562321
140515
n/a
1913177
731477
321225
n/a
57.5779
76.8747
n/a
n/a
57.5779
32.6119
4.9051
4.9051
42.4221
9.8102
4.9051
0.0000
39.6873
9.0598
4.7119
0.0000
93.5533
92.3510
96.0606
96.0606

MISCELLANEOUS CASUALTY

Years before current year Year loss incurred Net losses paid in year (000s) Unpaid losses beginning of year(000s) Fraction of unpaid loss paid in year(%) Fraction of total loss paid during year (%) Fraction of loss unpaid, year-end (%) Discount'd fraction unpaid, year-end (%) Reserve discount factor (%)
AY + 0
AY + 1
AY + 2
AY + 3
1985
1984
Pre 1984
n/a
185443
12581
1729
n/a
216664
14861
4100
n/a
85.5901
84.6578
n/a
n/a
85.5901
84.6578
n/a
n/a
85.5901
12.1991
1.1054
1.1054
13.6025
2.0417
1.0618
0.0000
94.3972
92.3510
96.0606
96.0606

EARTHQUAKE

Years before current year Year loss incurred Net losses paid in year (000s) Unpaid losses beginning of year(000s) Fraction of unpaid loss paid in year(%) Fraction of total loss paid during year (%) Fraction of loss unpaid, year-end (%) Discount'd fraction unpaid, year-end (%) Reserve discount factor (%)
AY + 0
AY + 1
AY + 2
AY + 3
1985
1984
Pre 1984
n/a
3852
1654
722
n/a
13974
3010
1757
n/a
27.5655
54.9502
n/a
n/a
27.5655
39.8029
16.3158
16.3158
72.4345
32.6316
16.3158
0.0000
66.0430
30.1356
15.6731
0.0000
91.1762
92.3510
96.0606
96.0606

AUTO PHYSICAL DAMAGE

Years before current year Year loss incurred Net losses paid in year (000s) Unpaid losses beginning of year(000s) Fraction of unpaid loss paid in year(%) Fraction of total loss paid during year (%) Fraction of loss unpaid, year-end (%) Discount'd fraction unpaid, year-end (%) Reserve discount factor (%)
AY + 0
AY + 1
AY + 2
AY + 3
1985
1984
Pre 1984
n/a
13876758
1743502
-128871
n/a
16695051
1864945
-44115
n/a
83.1190
93.4881
n/a
n/a
83.1190
15.7817
0.5496
0.5496
16.8810
1.0993
0.5496
0.0000
16.0968
1.0152
0.5280
0.0000
95.3546
92.3510
96.0606
96.0606

FIDELITY

Years before current year Year loss incurred Net losses paid in year (000s) Unpaid losses beginning of year(000s) Fraction of unpaid loss paid in year(%) Fraction of total loss paid during year (%) Fraction of loss unpaid, year-end (%) Discount'd fraction unpaid, year-end (%) Reserve discount factor (%)
AY + 0
AY + 1
AY + 2
AY + 3
1985
1984
Pre 1984
n/a
63993
108652
76630
n/a
281102
212771
196869
n/a
22.7650
51.0652
n/a
n/a
22.7650
39.4402
18.8974
18.8974
77.2350
37.7947
18.8974
0.0000
70.0945
34.9038
18.1529
0.0000
90.7549
92.3510
96.0606
96.0606

SURETY

Years before current year Year loss incurred Net losses paid in year (000s) Unpaid losses beginning of year(000s) Fraction of unpaid loss paid in year(%) Fraction of total loss paid during year (%) Fraction of loss unpaid, year-end (%) Discount'd fraction unpaid, year-end (%) Reserve discount factor (%)
AY + 0
AY + 1
AY + 2
AY + 3
1985
1984
Pre 1984
n/a
322557
221719
29380
n/a
869869
418289
252418
n/a
37.0811
53.0062
n/a
n/a
37.0811
33.3509
14.7840
14.7840
62.9189
29.5680
14.7840
0.0000
57.2344
27.3063
14.2016
0.0000
90.9654
92.3510
96.0606
96.0606

GLASS

Years before current year Year loss incurred Net losses paid in year (000s) Unpaid losses beginning of year(000s) Fraction of unpaid loss paid in year(%) Fraction of total loss paid during year (%) Fraction of loss unpaid, year-end (%) Discount'd fraction unpaid, year-end (%) Reserve discount factor (%)
AY + 0
AY + 1
AY + 2
AY + 3
1985
1984
Pre 1984
n/a
5330
1482
145
n/a
8021
1703
518
n/a
66.4506
87.0229
n/a
n/a
66.4506
29.1957
2.1769
2.1769
33.5494
4.3537
2.1769
0.0000
31.7557
4.0207
2.0911
0.0000
94.6536
92.3510
96.0606
96.0606

BURGLARY AND THEFT

Years before current year Year loss incurred Net losses paid in year (000s) Unpaid losses beginning of year(000s) Fraction of unpaid loss paid in year(%) Fraction of total loss paid during year (%) Fraction of loss unpaid, year-end (%) Discount'd fraction unpaid, year-end (%) Reserve discount factor (%)
AY + 0
AY + 1
AY + 2
AY + 3
1985
1984
Pre 1984
n/a
16947
10304
3182
n/a
35142
13001
8093
n/a
48.2243
79.2554
n/a
n/a
48.2243
41.0350
5.3703
5.3703
51.7757
10.7406
5.3703
0.0000
48.5715
9.9191
5.1588
0.0000
93.8114
92.3510
96.0606
96.0606

CREDIT

Years before current year Year loss incurred Net losses paid in year (000s) Unpaid losses beginning of year(000s) Fraction of unpaid loss paid in year(%) Fraction of total loss paid during year (%) Fraction of loss unpaid, year-end (%) Discount'd fraction unpaid, year-end (%) Reserve discount factor (%)
AY + 0
AY + 1
AY + 2
AY + 3
1985
1984
Pre 1984
n/a
54286
52253
9995
n/a
218630
126369
43661
n/a
24.8301
41.3495
n/a
n/a
24.8301
31.0824
22.0438
22.0438
75.1699
44.0875
22.0438
0.0000
67.4286
40.7153
21.1754
0.0000
89.7015
92.3510
96.0606
96.0606

CREDIT ACCIDENT AND HEALTH (Group & Individual)

Years before current year Year loss incurred Net losses paid in year (000s) Unpaid losses beginning of year(000s) Fraction of unpaid loss paid in year(%) Fraction of total loss paid during year (%) Fraction of loss unpaid, year-end (%) Discount'd fraction unpaid, year-end (%) Reserve discount factor (%)
AY + 0
AY + 1
AY + 2
AY + 3
1985
1984
Pre 1984
n/a
50544
26637
8295
n/a
93229
42512
18171
n/a
54.2149
62.6576
n/a
n/a
54.2149
28.6879
8.5486
8.5486
45.7851
17.0973
8.5486
0.0000
42.1277
15.7895
8.2119
0.0000
92.0118
92.3510
96.0606
96.0606

Rev. Rul. 90-26, 1990-1 C.B. 124, 1990-13 I.R.B. 7.