2011 Summer CAS E-Forum
Including the CAS Call Paper on “Testing Loss Reserving Methods, Models and Data Using the Loss Simulation Model”
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 These papers have not been peer reviewed by any CAS Committee.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
CAS Call Paper on “Testing Loss Reserving Methods, Models and Data Using the Loss Simulation Model”
Loss Simulation Model Testing and Enhancement
Kailan Shang FSA, CFA, PRM, SCJP
Additional Papers
GLM Invariants
Fred Klinker, FCAS, MAAA
The Retrospective Testing of Stochastic Loss Reserve Models
Glenn Meyers, FCAS, MAAA, CERA, Ph.D., and Peng Shi, ASA, Ph.D.
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