CAS E-Forum, Spring 2017
Featuring two CAS-Sponsored Research Reports, Ratemaking 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 These papers have not been peer reviewed by any CAS Committee.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
An Adaptation of the Classical CAPM to Insurance: The Weighted Insurance Pricing Model
Edward Furman, Ph.D., and Ričardas Zitikis, MSc, Ph.D
Compendium of Credit Risk Resources
Jean-Philippe Boucher, Mathieu Boudreault and Jean-François Forest-Desaulniers
Ratemaking Call Papers
The Mathematics of On-Leveling
Ian Deters, Ph.D.
Removing Bias — The SIMEX Procedure
Thomas Struppeck, FCAS, MAAA
Residual Loss Development and the UPR
Richard L. Vaughan, FCAS, FSA, MAAA
These files are in Portable Document Format (PDF), you will need to download the Acrobat Reader to view the articles.
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