CAS: E-Forums: Fall 2008

2008 Fall CAS E-Forum including Reserves Call Papers

Welcome to the new CAS E-Forum. The E-Forum replaces the traditional printed Forum as the means to disseminate non-refereed research papers to the actuarial community. The CAS will no longer distribute the Forum in hard copy format. The CAS is not responsible for statements or opinions expressed in the papers in the E-Forum. These papers have not been peer reviewed by any CAS Committee.

These files are in Portable Document Format (PDF), you will need to download the Acrobat Reader to view the articles.

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Reserve Call Papers

Manually Adjustable Link Ratio Model for Reserving
Emmanuel T. Bardis, FCAS, MAAA, Ph.D., Ali Majidi, Ph.D., Aktuar (DAV), and Daniel M. Murphy, FCAS, MAAA

Meaningful Intervals
Glen Barnett, Ph.D, David Odell, Ph.D, and Ben Zehnwirth, Ph.D, AIA, AIAA

Modeling with the Multivariate Probabilistic Trend Family
Glen Barnett, Ph.D. and Ben Zehnwirth, Ph.D., AIA, AIAA

Reserving with Incomplete Exposure Information
David R. Clark, FCAS, MAAA

Property-Liability Insurance Loss Reserve Ranges Based on Economic Value
Stephen P. D’Arcy FCAS, Ph.D., Alfred Au, and Liang Zhang

A Survival Model Approach to Non-Life Run-off Triangle Estimation
Brian A. Fannin, ACAS

Hierarchical Growth Curve Models for Loss Reserving
James Guszcza, FCAS, MAAA

A Stochastic Framework for Incremental Average Reserve Models
Roger M. Hayne, Ph.D., FCAS, MAAA
Hayne Example R (Right click to download this file. You will need R software to view this file.)

Estimating the Ultimate Liability for a Non-Insurance Company’s Revised Warranty Product
Orin M. Linden, Ph.D., FCAS, MAAA, ARM; James B. Kahn, FCAS, MAAA; and Brian Ko

The Prediction Error of Bornhuetter-Ferguson
Thomas Mack

Stochastic Loss Reserving with the Collective Risk Model
Glenn Meyers, FCAS, MAAA, Ph.D.
Meyers R Files (4) (.zip)
Meyers Excel Files (4) (.zip)

Combined Analysis of Paid and Incurred Losses
B. Posthuma, E.A. Cator, W. Veerkamp, and E.W. van Zwet

Loss Development in Workers Compensation in the Presence of Legislative Reform
Frank Schmid

Corporate Governance and the Loss Reserving Process
E. Daniel Thomas, FCAS, MAAA, Marc F. Oberholtzer, FCAS, MAAA, and Timothy Landick, FCAS, MAAA

Distribution and Value of Reserves Using Paid and Incurred Triangles
Gary G. Venter, FCAS, MAAA

Robustifying Reserving
Gary G. Venter, FCAS, MAAA, and Dumaria R. Tampubolon, Ph.D.

A Model to Test for and Accommodate Reserving Cycles
Thomas S. Wright, MA, CStat, FIA