Fall 2002, Reserves Discussion Papers
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Reserves Discussion Papers
Correlation and the Aggregation of Unpaid Loss Distributions
by Paul J. Brehm, FCAS, MAAA
Reserving for Catastrophes
by Kay A. Cleary, FCAS, MAAA and Judy Pool Boutchee
Asbestos and Environmental Reserves Increases and Shareholder
Wealth
by L. Lee Colquitt, Robert E. Hoyt, and Kathleen A. McCullough
Materiality and Statements of Actuarial Opinion
by Joseph A. Herbers, ACAS, MAAA
Reserving for Runoff Operations--A Real Life Claims Specific
Methodology for Reserving a Workers Compensation Runoff Entity
by James B. Kahn, FCAS, MAAA
Two Approaches to Calculating Correlated Reserve Indications
Across Multiple Lines of Business
by Gerald S. Kirschner, FCAS, MAAA, Colin Kerley, and Belinda Isaacs
Management's Best Estimate of Loss Reserves
by Rodney E. Kreps, FCAS, MAAA
Considerations Regarding Materiality and Range of Reserves in
Connection With Actuarial Standard of Practice #36
by George M. Levine, FCAS, MAAA
The Runoff Environment--Considerations for the Reserving Actuary
by Jason L. Russ, FCAS, MAAA and Thomas A. Ryan, FCAS, MAAA
Committee Reports
Accounting Rule Guidance Statement of Financial Accounting
Standards No. l l 3--Considerations in Risk Transfer Testing
by the CAS Valuation, Finance, and Investments Committee
Additional Papers
Fitting Moments with Weights
by Daniel R. Corro
Completing and Using Schedule P
by Sholom Feldblum, FCAS, FSA, MAAA
The Minimum Bias Procedure--A Practitioner's Guide
by Sholom Feldblum, FCAS, FSA, MAAA and
J. Eric Brosius, FCAS, MAAA
Reinsurance Accounting: Schedule F
by Sholom Feldblum, FCAS, FSA, MAAA
The Stanard-Buhlmann Reserving Procedure--A Practitioner's Guide
by Sholom Feldblum, FCAS, FSA, MAAA
Insurance Applications of Bivariate Distributions
by David L. Homer, FCAS, MAAA and David R. Clark, FCAS, MAAA
