JOURNAL OF ACCOUNTING AND FINANCE
Portfolio Management and Earnings Management: Evidence from Property and Casualty Insurers
Author(s): R. Mark Alford, Kimberly F. Luchtenberg, Willie Dion Reddic
Citation: R. Mark Alford, Kimberly F. Luchtenberg, Willie Dion Reddic, (2018) "Portfolio Management and Earnings Management: Evidence from Property and Casualty Insurers", Journal of Accounting and Finance, Vol. 18, ss. 4, pp.30-43
Article Type: Research paper
Publisher: North American Business Press
Abstract:
When underwriting losses occur, Property and Casualty (P&C) managers may exercise discretion on
both sides of the balance sheet – rebalancing assets and/or adjusting loss reserves. We investigate
whether asset (portfolio) management and loss reserve management are endogenous. P&Cs usually
maintain a conservative investment posture. However, we find that when P&Cs have underwriting losses a positive association exists between portfolio management and earnings management. We provide evidence supporting the income smoothing and tax hypotheses for P&C’s discretionary loss reserve errors - an area of much debate in the recent literature.