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2010 Casualty Loss Reserve Seminar Presentations and Paper Audio Recordings
These presentations are available in either Power Point or PDF file format, unless otherwise indicated. You will need to download the following viewers to access the files:
- For Powerpoint files 6 or earlier, you will need the Power Point Viewer
- For Powerpoint files 7 or later (PPTX format), you will need the Power Point 7 Viewer
- For PDF files, you will need the Adobe Acrobat Reader
Audio files are available in MP3 format, which be listened to using iTunes:
Audio recorded sessions are also available online for select sessions below.
If a session presentation is not online, unfortunately it was not submitted by the speaker and is not available.
Updated: 30 March 2011
Download Complete set of Presentations (zip file)
MONDAY, SEPTEMBER 20, 2010
8:30 a.m.-10:00 a.m. Opening Remarks and General Session 1:
GS-1: The FASB/IASB Insurance Contracts Project10:30 a.m. - 12:00 p.m. Concurrent Session 1:
PD-1: ASOP No. 36: What you need to knowBAS-1: Basic Track I - Considerations in Evaluating Reserves VR-1: Calculating Reserve Risk Over a 1-year Time-Horizon HC-2: Current Issues and Trends in Medical Malpractice HC-3: Health Reform and Health Reserving INT-1: Intermediate Track I - Considerations in Evaluating Changing Conditions ST-3: Losses that Impact Multiple Policies: from Pro-Rata to All Sums VR-4: Open Source Loss Simulation Model FR-5: Premium Deficiency Reserves: How Much and Why? SI-2: Reserving for Unusual Coverages – Tips for Solving the Puzzle FR-8: Solvency Modernization Initiative: The Times They Are a Changing! 12:00 p.m.-1:30 p.m. Luncheon with Speaker Mary Eaton: Attorneys Who Defend Actuaries 1:30 p.m.-3:00 p.m. Concurrent Session 2:
FR-1: 10K and MD& A Disclosures- What the SEC Wants to See and WhyST-1: Asbestos Reserving Issues – Legacy Exposures, But Always A Current Event BAS-2: Basic Track II: Comparison of Techniques LOB-1: Commercial Lines - A Potpourri of Reserving Issues LOB-2: D&O .... What's Next INT-2: Intermediate Track II - Investigating and Detecting Change PD-2: Mock Trial - Guilty or not Guilty ERM-3: Optimal Layer for Cat Reinsurance HC-1: The Economic Measurement of Medical Errors and Illinois Tort Reform on the Cost of Medical Liability Claims LOB-6: Workers Comp Permanent Total Pension Cases: Reserving and Commuting Very Large Individual Claims VR-6: “Why Is My Reserve Distribution Too Narrow?” 3:30 p.m.-5:00 p.m. Concurrent Session 3:
BAS-3: Basic Track III - You Set The Reserve!INTNL-1: Catastrophe Reserving From an International Perspective CP-1: Call Paper Session: Methodology Exposed! Challenging, Testing, and Improving Reserving Methods and Parameter Selections -
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Anatomy of Actuarial Methods of Loss Reserving
On Small Samples and the Use of Robust Estimators in Loss ReservingERM1: Comprehensive Actuarial Risk Evaluation Report HC-4: The State of the Med Mal Market – How Did We Get Here and Where Are We Going VR-2: How To Calculate Risk Margins Under IFRS INT-3: Intermediate Track III - Case Study R-3: Reserving for Individual Reinsurance Contracts FR-7: Risk of Material Adverse Deviation a Regulator and Auditor Viewpoint PD-3: The Actuarial Disciplinary Process LOB-5: Title Insurance Reserving Issues - Historical Results and Emerging Trends TUESDAY, SEPTEMBER 21, 2010
8:00 a.m.-9:30 a.m. Concurrent Session 4:
R-1: A Historical Perspective on the Underwriting Cycle and a Reinsurer Perspective on Cycle ManagementFR-2: A User’s Guide to Writing a Good Actuarial Report ST-7: Additional Results and Insights from Performance Testing CP-2: Call Paper Session: Calculating AOE Reserves Using Limited Claim Transaction Data INT-1: Intermediate Track I - Considerations in Evaluating Changing Conditions VR-3: Instructional Approach to Mack and Bootstrap Models LOB-3: Loss Reserving for Loan Default Insurance ST-4: Mitigating Claim Development through Predictive Modeling INTNL-2: Solvency II - Update and Current Events PD-4: Using Your Professionalism GPS to Navigate the Actuarial World LOB-6: Workers Comp Permanent Total Pension Cases: Reserving and Commuting Very Large Individual Claims 10:00 a.m.-11:30 a.m. Concurrent Session 5:
R-2: Are You Properly Calculating Your Ceded Reinsurance Loss Reserves?CP-4: Call Paper Session: -
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Stochastic Reserving with the Bootstrap Method
Fitting a GLM to Incomplete Development Triangles
Bootstrapping Generalized Linear Models for Development Triangles Using Deviance ResidualsFR-3: Current Developments Regarding Tax Issues Pertinent to P&C Actuaries FR-4: Difficult Situations in Statements of Actuarial Opinion INT-2: Intermediate Track II - Investigating and Detecting Change VR-3: Instructional Approach to Mack and Bootstrap Models LOB-7: Medicare Tsunami in Medical Claim Reserves ST-5: Practical Solutions to Reserving Problems ERM-4: Rating Agencies on ERM, Reserve Risk and the Financial Crisis SI-1: Regulatory Approaches to Reserving in a Captive LOB-8: Workers' Compensation: What About Frequency? 12:30 p.m.-2:00 p.m. Concurrent Session 6:
CP-3: Call Paper Session:-
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Practical Solutions using Stochastic Loss Reserving Models
Bootstrap Modeling: Beyond the Basics
The Technical Provisions in Solvency II -- What EU Insurers Could Do if They Had Schedule P
Gauss–Markov Loss Prediction in a Linear ModelERM2: Economic Capital and Risk Appetite for P/C Insurers ST-2: Extreme Events: Statistical Extreme Value Theory and its Applications INT-3: Intermediate Track III - Case Study LOB-4: Personal Auto and Past Court Rulings: Florida an Example FR-5: Premium Deficiency Reserves: How Much and Why? FR-6: Risk Transfer Testing - Accounting Guidance and Case Studies ST-6: Statistical Weights on Reserve Estimates VR-5: The Very Very Basic Guide to Reserve Variability and Ranges INTNL-2: Solvency II - Update and Current Events 2:15 p.m.-3:45 p.m. General Session 2:
GS-2: Inflation Risk and the Property/Casualty Industry


