Casualty Actuarial Society

Publications

Papers Accepted by CORP To appear in future Proceedings of the Casualty Actuarial Society

The CAS Committee on Review of Papers has released its quarterly update of recently accepted papers. The CAS Editorial Committee will be editing these papers for inclusion in the Proceedings of the Casualty Actuarial Society.

As of October 1, 2005, CORP has accepted the following papers:


  1. "When Can Accident Years Be Regarded as Development Years?" *
    by Glen Barnett, Ben Zehnwirth, and Eugene Dubossarsky
  2. "The Application of Fundamental Valuation Principles to Property/Casualty Insurance Companies"*
    by Derek Jones, Wayne Blackburn, Joy Schwartzman, and Dov Siegman
  3. "A Nonparametric Method of Estimating Loss Reserves"
    by Colin M. Ramsay
  4. "Estimating the Workers Compensation Tail"
    by Richard E. Sherman and Gordon Diss
  5. "Discussion of "The 'Modified Bornhuetter-Ferguson' Approach to IBNR Allocation"*
    by Glenn Walker
  6. "Incorporation Of Fixed Expenses"*
    by Geoffrey Todd Werner, accompanying Excel spreadsheets
  7. Discussion of David Ruhm’s "Distribution-Based Pricing Formulas Are Not Arbitrage-Free” by Gary G. Venter*

Papers previously accepted by CORP:


  1. "Modeling Financial Scenarios: A Framework for the Actuarial Profession"*  
    by Kevin Ahlgrim, Stephen P. D'Arcy, and Richard W. Gorvett - accompanying Exhibits
  2. An Examination of the Influence of Leading Actuarial Journals”  **
    by L. Lee Colquitt

  3. Riskiness Leverage Models”  **
    by Rodney E. Kreps -accompanying Excel spreadsheet

  4. Why Larger Risks Have Smaller Insurance Charges
    by Ira L. Robbin

  5. "A Modern Architecture for Residential Property Insurance Ratemaking"*
    by John W. Rollins - accompanying Appendix, Exhibits and Figures

  6. Author Response to the Discussion of "Application of the Option Market Paradigm to the Solution of Insurance Problems"
    by Michael G. Wacek

* To be presented at the CAS 2005 Annual Meeting
** Presented at the CAS 2005 Spring Meeting


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