CAS E-Forum, Winter 2017
Featuring 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 These papers have not been peer reviewed by any CAS Committee.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
Minimum Bias, GLMs, and Credibility in the Context of Predictive Modeling
Christopher Gross, ACAS, MAAA, and Jonathan Evans, FCAS, FSA, FCA, CERA, MAAA, WCP
A Cost of Capital Risk Margin Formula For Non-Life Insurance Liabilities
Glenn Meyers, FCAS, MAAA, CERA, Ph.D.
Risk Margins for 200 triangles (Excel file)
RM_Line1.R (R file)
RM_Line1_1yr.R (R file)
RM_4Lines.R (R file)
These files are in Portable Document Format (PDF), you will need to download the Acrobat Reader to view the articles.
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