Casualty Actuarial Society

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CAS E-Forum

2010 Fall 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 These papers have not been peer reviewed by any CAS Committee.

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2010 Reserves Call Papers

Crop Insurance Reserving
Carl X Ashenbrenner, FCAS, MAAA

On the Accuracy of Loss Reserving Methodology
Tapio Boles, FCAS, MAAA, and Andy Staudt, FCAS, MAAA

Reserving for Extended Reporting Endorsement Coverage, Including the Death, Disability and Retirement Policy Provision
Susan J. Forray, FCAS, MAAA

Bootstrapping Generalized Linear Models for Development Triangles Using Deviance Residuals
Thomas Hartl, ACAS, MAAA

Fitting a GLM to Incomplete Development Triangles
Thomas Hartl, ACAS, MAAA

On Small Samples and the Use of Robust Estimators in Loss Reserving
Hou-wen Jeng, FCAS

Gauss—Markov Loss Prediction in a Linear Model
Alexander Ludwig and Klaus D. Schmidt

The Technical Provisions in Solvency II: What EU Insurers Could Do if They Had Schedule P
Glenn Meyers, FCAS, MAAA, Ph.D.

Anatomy of Actuarial Methods of Loss Reserving
Prakash Narayan, Ph.D., ACAS, MAAA

Estimation of Adjusting and Other Expense Reserves Utilizing Limited Historical Claim Report, Payment and Closing Transaction Patterns
Marc Pearl, FCAS, MAAA, and Peter Tomopoulos, ACAS, MAAA

Bootstrap Modeling: Beyond the Basics
Mark R. Shapland, FCAS, ASA, MAAA, and Jessica (Weng Kah) Leong, FIAA, FCAS, MAAA

Additional Paper

Claims Development by Layer: The Relationship between Claims Development Patterns, Trend and Claim Size Models (Revised January 2, 2013)
Rajesh Sahasrabuddhe, FCAS, MAAA

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