1988 Discussion Papers on Evaluating Insurance Company Liabilities
Table of Contents
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Evaluating Bodily Injury Liabilities Using a Claims Closure Model
Martin Adler and Charles D. Kline Jr. of Gov. Employees Ins. Co.
Evaluating Continent Premium Liabilities for Excess-of-Loss Swing Plans
David R. Bickerstaff of Milliman & Robertson Inc
Discounting by Measuring the Assets Liability Mismatch
J. Scott Bradley of Trillinghast
Determining the Proper Interest Rate for Loss Reserve Discounting: An Economic Approach
Robert P. Butsic of Fireman's Fund Ins. Co.
Adjusting Incurred Loss For Simultaneous Shifts in Payment Patters and Case Reserve Adequacy Levels
Kirk G. Fleming and Jeffrey H. Mayer of Milliman & Robertson, Inc.
Reserves, Surplus & Uncertainty
Aaron Halpert and Douglas W. Oliver of Peat Marwick Main & Co.
Application of Collective Risk Theory to Estimate Variability in Loss Adjustment Expenses
Roger M. Hayne of Milliman & Robertson, Inc.
Determination of Outstanding Liabilities for Unallocated Loss Adjustment Expenses
Wendy Johnson of The Wyatt Company
Loss Estimation: The Exposure Approach
Mark W. Littman of Aetna Life & Casualty
Liabilities for Extended Reporting Endorsement Guarantees Under Claims-made Policies
Charles L. McLenahan of Coopers & Lybrand
The Reserve for Unrecoverable Reinsurance
William G. McGovern of Peat Marwick Main & Co.
Risk Theoretic Issues in Loss Reserving: The Case of Workers Compensation Pension Reserves
Glen Meyers of The Univ. of Iowa
Premium Deficiency Reserves
Terrence M. O'Brien and John G. Aquino of Coopers & Lybrand
An Integrated Approach to Reserve for Assumed Reinsurance
Frank D. Pierson of John Hancock Reinsurance Co.
Analysis of Loss Development Patterns Using Infinitely Decomposable Percent of Ultimate Curves
I. Robbin and David Homer of CIGNA Corp.
Professional Guidance for Casualty Actuaries in Australia, Canada, United Kingdom & U.S.A.
John P. Ryan and D. Ian W. Reynolds of City Univ. of London
Loss Reserve Certification - Standards and Issues
Mark J. Sobel of Touche Ross & Co.