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2008 Spring Meeting Handouts and Audio Recordings
These handouts 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:
If a session handout is not online, unfortunately it was not submitted by the speaker and is not available.
Monday, June 16
9:30 a.m. – 10:15 a.m. Keynote Speaker: Evan Mills, Ph.D. 10:45 a.m. – 12:15 p.m. General Session: Economic Capital Modeling: A Report Card 1:30 p.m. -3:00 p.m. C-2: ASOP 43 (Unpaid Claim Liabilities) C-9: Loss Reserve Governance (CAS Reserves Call Paper Program) C-10: Market and Cycle: How Long Can We Stay Profitable C-13: Project Management for Predictive Models C-20: State of the Reinsurance Market C-23: Update on Solvency P-1: Paper Session 1 (Variance) - “Models of Insurance Claim Count with Time Dependence Based on Generalization of Poisson and Negative Binomial Distributions” by Jean-Philippe Boucher and Michel Denuit
- ““Economic Impact of Capital Level in an Insurance Company” by Yingjie Zhang
P2: Paper Session 2 - “The Impact of Rate Regulation on Claims: Evidence from Massachusetts Automobile Insurance” by Richard A. Derrig and Sharon Tennyson
- “Principal Component Analysis and Partial Least Squares (Two Dimension Reduction Techniques for Regression)” by Jun Yan and Saikat Maitra
3:30 p.m. - 5:00 p.m. C-1: Advantages/Disadvantages of Deterministic Reserve Methods vs Stochastic Reserve Modeling C-4: Claim Reviews and Implications on Actuarial Analyses C-12: Predictive Modeling and Insurance Operations C-16: Regulators, Risk Managers & Good Corporate Governance – Is Your Board of Directors Up to the Job? C-17: The Role Actuaries Play in Mergers and Acquisitions C-18: Seasoned Actuaries Section C-24: Workers Compensation: New Developments in Development P-3: Paper Session 3 - “A Comparison of Actuarial Financial Scenario Generators” by Kevin C. Ahlgrim, Stephen P. D’Arcy, and Richard W. Gorvett
- “Territory Analysis with Mixed Models and Clustering” by Eric J. Weibel and J. Paul Walsh
Tuesday, June 17
8:00 a.m. - 9:30 a.m. Reinsurance Run-Off General Session: Catastrophe Modeling Update 10:00 a.m.-11:30 a.m. C-3: ASOP Fables - Real World Usage of the Standards of Practice C-6: Enterprise Risk Management - A Case Study C-7: Evaluating Reinsurance Pricing and Optimization from Cedants’ Perspective C-11: Mortgage Fraud and the Subprime Lending Crisis, and More C-14: Public Auto Insurers in Canada C-15: Dynamic Risk Modeling Committee Research Update P-4: Paper Session 4 (Variance) - "Two Approaches to Calculating Correlated Reserve Indications Across Multiple Lines of Business” by Gerald S. Kirschner, Colin Kerley, and Belinda Isaacs
- “The Bornhuetter-Ferguson Principle” by Klaus D. Schmidt and Mathias Zocher
P-5: Paper Session 5 - “Using Cluster Analysis to Define Geographical Rating Territories” by Philip J. Jennings
- “Clustering in Ratemaking: with Application in Territories Clustering” by Ji Yao, PhD
1:00 p.m.-2:30 p.m. C-5: Dependence Modeling via Multivariate Copulas C-8: Loss Estimation - How Do You Know When You’re Right?
C-19: Second Injury Funds: Why Are They Going Away? Should Actuaries Care?
C-21: Sub-Prime Issues for D&O C-22: Trends in Medical Malpractice – Patients Versus Profits P-6: Paper Session 6 - Hachemeister Prize 2007 Paper – “Considerations Regarding Standards of Materiality in Estimates of Outstanding Liabilities” by Emmanuel T. Bardis, Christina L. Gwilliam, Stephen P. Lowe, and Atul S. Malhotra
- “Property-Liability Insurance Loss Reserve Ranges Based on Economic Value” by Stephen P. D’Arcy, Alfred Au, and Liang Zhang
Wednesday, June 18
Joint Day Sessions
8:30 a.m. - 10:00 a.m. General Session: Sustainability Risk Management Session 82: Joint Day General Session: Sustainability Risk Management 10:30 a.m.-12:00 p.m. Session 84: A Survey of Predictive Modeling across the Actuarial Disciplines Session 85: Health Care Cost (Medical Trend) Inflation Session 86: Linkage of Risk, Capital and Financial Management—The Real World Session 87: The International Actuarial Association, Ten Years Later Session 88: The Jumbo Case Session 89: Principles-Based Approach–The Canadian Experience Session 90: CERA—The New Actuarial Opportunity Session 91: For All the Marbles: Effective Negotiation Skills — Part 1 Session 92: Hot Products in the U.S. and Canada—Would they Sell Well on the Other Side of the Border? Session 93: Insurance Taxation in the United States and Canada—Similarities and Differences Session 94: Impact of IFRS Insurance Accounting 12:15–1:45 p.m. Session 96: Joint General Luncheon: The Presidents Panel 2:00-3:30 p.m. Session 98: ARIA Prize Paper: “Solvency, Capital Allocation and Fair Rate of Return in Insurance” Session 99: Do the Right Thing Session 100: P&C Loss Reserve Discounting Session 101: Actuaries without Borders—An International Experience in Microinsurance Session 102: IAIS—Recent Developments Session 103: For All the Marbles: Effective Negotiation Skills—Part 2 Session 104: An Actuarial Perspective on Measuring Operational Risk Session 105: Online Insurance: Internet Marketing Session 106: Nontraditional Reinsurance—From Variable Annuity Reinsurance to P&C Natural Catastrophe Bonds Session 107: CRO Roundtable: Risk and Capital Management Key Issues
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