Casualty Actuarial Society


CAS E-Forum

CAS E-Forum, Winter 2014

Including Report 7 of the RBC Dependencies and Calibration Working Party, the VFIC-commissioned report on Actuarial Values of Housing Markets, Essays on the Impact of Climate Change on the Insurance Industry and three Independent Research 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 These papers have not been peer reviewed by any CAS Committee.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

CAS Working Party Report

Report 7: Risk-Based Capital (RBC) Reserve Risk Charges – Improvements to Current Calibration Method
RBC Dependencies and Calibration Working Party

Commissioned Report

Actuarial Values of Housing Markets
Submitted to the CAS Committee on Valuations, Finance and Investments by Risk Lighthouse LLC
Dr. Shaun Wang, FCAS, CERA, and Han Chen, FSA

Essays on the Impact of Climate Change on the Insurance Industry

Introduction—Climate Change: Impact on the Insurance Industry: Introduction
Vijay Manghnani, FCAS, FSA, Chairperson, CAS Climate Change Committee

Dealing with Climate Change: Mainly Adaptation, with Little Mitigation, But That Is Not Enough
Dan R. Anderson

Catastrophic Risk Management, Insurance, and the Hyogo Framework for Action 2005-2015
Pei-Han Chen, and David L. Eckles

Managing Investment, Underwriting, and Production Risks from Drought-Related Agricultural Exposures
Lisa A. Gardner, Ph.D. and Toby A. White, Ph.D.

Actuaries and Climate Change: Insights From Economic Theory
Rick Gorvett, FCAS, ASA, CERA, MAAA, ARM, FRM, Ph.D.

Peshtigo Revisited
Joseph J. Launie, Ph.D., CPCU, FACFE

The Earth is Warming: It Doesn't Matter Why
Max J. Rudolph, FSA, CERA, CFA, MAAA

Sustainable/Green Insurance Products
Rita Zona, Kevin Roll and Zora Law

Independent Research

Introduction to the National Council on Compensation Insurance Experience Rating Plan and Its Actuarial Methodology
Jonathan Evans, FCAS, FSA. FCA, CERA, MAAA, WCP

The Recent Review and Changes to the NCCI Individual Risk Experience Rating Plan
Jonathan Evans, FCAS, FSA. FCA, CERA, MAAA, WCP

The Optimal Number of Quantiles For Predictive Performance Testing of the NCCI Experience Rating Plan
Jonathan Evans, FCAS, FSA, FCA, CERA, MAAA, WCP, and Curtis Gary Dean, FCAS, MAAA


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