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Spring 1994, Variability in Reserves Prize Program Papers (Volume 1)
These files are in Portable Document Format (PDF), you will need to download the Acrobat Reader to view the articles.

Table of Contents
Download Volume 1
Download Volume 2
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Volume 1
Accounting for Risk Margins
Stephen W. Philbrick with an introduction by Paul G. O'ConnellIntroduction
Gary G. Venter-
Measuring the Variability of Chain Ladder Reserve Estimates
Thomas MackUnbiased loss Development Factors
Daniel M. MurphyCorrelation and the Measurement of Loss Reserve Variability
Randall D. HolmbergVariability of Loss Reserves
Robert L. BrownA Method to Estimate Probability Level for Loss Reserves
Robert M. HayneA Note on Simulation of Claim Activity for Use in Aggregate loss Distributions
Daniel K. LyonsVolume 2
Statistical Methods for the Chain Ladder Technique
Richard J. VerrallIBNR Reserve Under a Loglinear Location-Scale Regression Model
Louis DorayA Generalized Framework for the Stochastic Loss Reserving
Changseob Joe KimCopyright © Casualty Actuarial Society. All Rights Reserved. Back to Forum Index


