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2010 Fall CAS E-Forum-Volume 2

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 These papers have not been peer reviewed by any CAS Committee.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

Table of Contents

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2010 VFIC Discussion Papers

A Conceptual Proposal to Use Appraisal Value as a Supplementary Basis for Financial Valuation
Neil M. Bodoff, FCAS, MAAA

Banking on Robbery: The Role of Fraud in the Financial Crisis
Louise Francis, FCAS, MAAA

Information, Market Behavior, and Valuation
Philip E. Heckman, Ph.D., ACAS, MAAA

Practical Considerations in Assessing the Impact of Inflation on Carried Reserves
Michelle Morrow, FCAS, MAAA, and Timothy Conrad, FCAS

An Analysis of the Limitations of Utilizing the Development Method for Projecting Mortgage Credit Losses and Recommended Enhancements
Michael Schmitz, FCAS, and Kyle Mrotek, FCAS

Tail Risk, Systemic Risk and Copulas
Andy Staudt, FCAS, MAAA

Additional Paper

Note from the Editor on Gail E. Tverberg’s “The Expected Impact of Oil Limitations on the Property-Casualty Insurance Industry”
Glenn M. Walker, FCAS, MAAA, E-Forum Committee Chairman

The Expected Impact of Oil Limitations on the Property-Casualty Insurance Industry
Gail E. Tverberg, FCAS, MAAA

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