Fall 2004, Including the 2004 Reserves Call Papers and
Reports from the 2003 Membership Survey Task Force and Research
Working Party on Executive-Level Decision-Making
Using Dynamic Risk Modeling
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Table of Contents
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Reserves Call Papers
Reconciliation and the Actuarial Opinion
by Wendy Germani, FCAS, MAAA, and Holmes Gwynn, ACAS, MAAA
Atypical Circumstances in Statements of Actuarial Opinion on P&C
Loss Reserves:
Professional Considerations and Sample Wordings
by Thomas L. Ghezzi, FCAS, MAAA, and David S. Powell, ACAS, MAAA
Estimating and Incorporating Correlation in Reserve Variability
by Roger M. Hayne, FCAS, MAAA
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An Introduction to Reserving and Financial Reporting Issues for Non-Traditional Reinsurance
by Derek A. Jones, ACAS, MAAA
Reserving in a Changing Environment: Responding to the Impact of Layoffs, Plant Closures and
Downsizing in Reserving for Workers Compensation Liabilities
by Atul S. Malhotra, FCAS, MAAA, and Ronald T. Kozlowski, FCAS, MAAA
International Accounting Standards Applied to Property and Casualty Insurance-Overview of Reserving Issues
by Bruce Moore, FCAS, MAAA, Scott Drab, FCAS, MAAA, James Christie, FCAS, FCIA, and Samit Shah, FIA
Estimating the Workers' Compensation Tail
by Richard E. Sherman, FCAS, MAAA, and Gordon F. Diss, ACAS, MAAA
· Expanded Exhibits
Obtaining Predictive Distributions for Reserves Which Incorporate Expert Opinion
by R. J. Verrall
Working Party Report
Presenting DRM Results to Decision Makers: A Summary Report
CAS Working Party on Executive-Level Decision-Making Using DRM
Task Force Report
Report of the 2003 CAS Membership Survey Task Force
CAS Membership Survey Task Force
Additional Papers
Exposure Dependent Modeling of Percent of Ultimate Loss Development Curves
by Ira Robbin, Ph.D.
Pricing for Systematic Risk
by Frank Schnapp, ACAS, MAAA
The Seventh Game- An Example of Pricing Arbitrage
by Thomas Struppeck, FCAS, MAAA
Estimation of Trends Using Ordinary Differential Equations: An Application to Occupational Injuries
by Amin Ussif and Gregory James Engl, FCAS, MAAA
Commercial Lines Price Monitoring
by Trent R. Vaughn, FCAS, MAAA
