Casualty Actuarial Society


CAS E-Forum

CAS E-Forum, Fall 2015

Featuring the Non-Technical Reserves Call Papers and Independent Research

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 These papers have not been peer reviewed by any CAS Committee.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 2015 Fall Forum

The Non-Technical Reserves Call Papers

Interpolation Hacks and their Efficacy
Lynne Bloom, FCAS, MAAA
    Excel File

Accident Year / Development Year Interactions
David R. Clark, FCAS, MAAA , and Diana Rangelova, ACAS, MAAA

The Actuary's Role in a Risk-Focused Statutory Examination
Alan M. Hines, FCAS

Premium Deficiency Reserve Evaluation for Mortgage Insurers
David Kaye, FCAS, MAAA
    Excel File

Reserving Styles – Are Actuaries In-Sync with their Stakeholders?
Mark Littmann, FCAS, MAAA

Movement Analysis
Andy Staudt FIA, FCAS, MAAA
    Excel File

Independent Research

The Market Value Margin Within The Distribution-Free Chain Ladder Model -A Way To Account For Calendar Year Effects And Aggregating Lines Of Business
Daniel Burren, PhD, MSc, Actuary SAA

Complex Random Variables
Leigh J. Halliwell, FCAS, MAAA

The Gauss-Markov Theorem: Beyond the BLUE
Leigh J. Halliwell, FCAS, MAAA

Credibility for Pricing Loss Ratios and Loss Costs
Uri Korn, FCAS, MAAA

Incorporating Model Error into the Actuary's Estimate of Uncertainty
Jamie Mackay, and Dave Otto, FCAS MAAA


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