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Fall 2006 Forum featuring the Reserves Call Papers

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2006 CAS Reserves Call Papers

Considerations Regarding Standards of Materiality in Estimates of Outstanding Liabilities
Emmanuel Theodore Bardis, FCAS, MAAA, Christina Gwilliam, FCAS,
MAAA, Stephen P. Lowe, FCAS, MAAA, and Atul Malhotra, FCAS, MAAA

Variance and Covariance in Reserves Due to Inflation
David R. Clark, FCAS, MAAA

"Adjusting & Other" Reserves According to the "Loss-Activity" Method
Paul B. Deemer, FCAS, MAAA

Loss Reserving Using Claim-Level Data
James Christopher Guszcza, FCAS, MAAA, and Jan A. Lommele, FCAS, MAAA

Parameter Estimation for Bornhuetter/Ferguson
Thomas Mack

Estimating Predictive Distributions for Loss Reserve Models
Glenn G. Meyers Ph.D., FCAS, MAAA

A Method For Projecting Individual Large Claims
Karl Murphy, FIA, and Andrew McLennan, FIA, FIAA

Measuring Loss Reserve Uncertainty
William H. Panning

Methods and Models of Loss Reserving Based on Run-Off Triangles: A Unifying Survey
Dr. Klaus D. Schmidt

Optimal and Additive Loss Reserving for Dependent Lines of Business
Dr. Klaus D. Schmidt

A Nonlinear Regression Model of Incurred But Not Reported Losses
Scott Stelljes, ACAS, MAAA

Multilevel Non-Linear Random Effects Claims Reserving Models And Data Variability Structures
Graciela Vera

Additional Papers

A Least Squares Method of Producing Bornhuetter-Ferguson Loss Ratios
Paul J. Brehm, FCAS, MAAA

Trending Entry Ratio Tables
Dan Corro

The 2004 NCCI Excess Loss Factors
Dan Corro and Gregory James Engl, FCAS, MAAA

Insurance Capital as a Shared Asset
Donald F. Mango, FCAS, MAAA

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