Casualty Actuarial Society

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CAS E-Forum

CAS E-Forum, Summer 2014 Volume 2

Including the 2014 Reserves Call Papers

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 These papers have not been peer reviewed by any CAS Committee.

Table of Contents

Download the Complete Issue

Reserves Call Papers

Applying Credibility Concepts to Develop Weights for Ultimate Claim Estimators
Rajesh Sahasrabuddhe, FCAS, MAAA
Trap Rule [xls]

The Analysis of "All-Prior" Data
Mark Shapland, FCAS, FSA, MAAA
All Prior Analysis [xlsm]
Creating All Prior Data [xls]

Credibility in Loss Reserving
Peng Shi & Brian Hartman

The Use of GAMLSS in Assessing the Distribution of Unpaid Claims Reserves
Giorgio Alfredo Spedicato, Ph.D., ACAS; Gian Paolo Clemente, Ph.D.; and Florian Schewe, M.Sc.

Combining Estimates
Thomas Struppeck, FCAS, ASA, CERA
Struppeck Combining EstimatesWorkbook [xlsx]

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