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 These papers have not been peer reviewed by any CAS Committee.
These files are in Portable Document Format (PDF), you will need to download the Acrobat Reader to view the articles.
Table of Contents
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
- Statistics value v3 (.xls)
- Unstable LDF v4 (.xls)
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
- Shapland & Leong spreadsheet model (zip file containing 13 Excel files and 1 PDF)
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
Copyright © Casualty Actuarial Society. All Rights Reserved.
