Three Summer Limited Attendance Seminars Offered
Rounding out the summer season, the CAS will be hosting three different limited attendance seminars (LAS) in August: “Predictive Modeling,” “Testing Loss Reserve Assumptions,” and “Reserve Variability.” All the seminars will be conveniently located in Chicago, IL, and are guaranteed to give registrants an in-depth look at their respective topics.
With a focus on practical issues involved in creating predictive algorithmic solutions, “Predictive Modeling” will train attendees in areas ranging from data scrubbing to interpreting predictive algorithmic solutions. This two-day session will be held August 12-13.
“Testing Loss Reserve Assumptions” is for actuaries new to statistical/probabilistic reserving and those wanting to look at traditional reserving techniques in a new light. While some review of the theoretical underpinnings will be included, this LAS will emphasize practical aspects of working with loss reserve triangles and using stochastic models. The seminar will be held on August 24.
Addressing an increasingly important skill for actuaries, “Reserve Variability” will help attendees use the results from loss reserve models and communicate them effectively. This LAS will emphasize the process of moving from deterministic methods for estimating a single point to using stochastic models for estimating distribution. Held on August 25-27, this LAS is conveniently back-to-back with the “Testing Loss Reserve Assumptions” LAS.
Because seminar attendance is limited, early registration is recommended.