Casualty Actuarial Society

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CAS E-Forum

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 These papers have not been peer reviewed by any CAS Committee.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

Download the Complete 2017 Winter Forum

Independent Research

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.
Appendices
Risk Margins for 200 triangles (Excel file)
RM_Line1.R (R file)
RM_Line1_1yr.R (R file)
RM_4Lines.R (R file)

Acrobat

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