Fall 2001, Including the Reserves Call Papers
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Reserves Call Papers
The
Value of lnteracting with the Claim Department
Robert F. Conger, FCAS, MAAA, FCIA, and
Robert L. Grove, CPCU
Loss Reserving Without Loss Development Patterns- Beyond Berquist-Sherman
by Thomas L. Ghezzi, FCAS, MAAA
Reserving for Construction Defects
by Michael D. Green, ACAS, MAAA, Michael Larrick, CPCU, Carolyn D. Wettstein, and Toby L. Bennington
A Dynamic Method for the Valuation of Fair
Value Insurance Liabilities
by Lijia Guo, Ph.D., ASA
Evaluating Reserves in a Changing
Claims Environment
by Aaron Halpert, ACAS, MAAA, Scott Weinstein, FCAS, MAAA, and
Christopher Gonwa
A Random Walk Model for Paid Loss Development
by Daniel D. Heyer
Reserving for Financial Guaranty Products
by Michael B. McKnight, ACAS, MAAA
Errata for 2001 Fall Forum
This errata replaces exhibit 1 page 1 of the above paper. The corrected
version
of the paper appears above and includes the new exhibit 1 page 1.
The Impact of Catastrophic Cases on Workers
Compensation Medical Loss Reserves
by William J. Miller, FCAS
Markovian Annuities and Insurances
by Thomas Struppeck, FCAS, MAAA, ASA
Projecting Workers Compensation Losses Using
Open Claim Count and Average Loss Payment,
and Application to Analysis of California
Workers Compensation Loss Development
by Michael T. S. Teng, FCAS, MAAA
Committee Report
Survey of Loss Reserving Actuaries Report
by the CAS Committee on Reserves
Additional Papers
Charting the Path for Workers Compensation
Claim Management
by Dan Corro
Monitoring Cost Changes with Log-Linear Cost
Models: Lessons from a Case Study
by Dan Corro and Kyumin Shim
A Note on the Inverse Relationship Between
Hazard and Life Expectancy
by Dan Corro
Exposure Rating Loss Layers: Unifying the
Property Perspective of Severity with the
Liablity Perspective of Frequency
by Jonathan Evans, FCAS, MAAA
Pitfalls in the Probability of Ruin Type Risk
Management
by Jonathan Evans, FCAS, MAAA
