2010 Fall CAS E-Forum-Volume 2
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 These papers have not been peer reviewed by any CAS Committee.
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Table of Contents
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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