Spring 1994, Variability in Reserves Prize Program Papers (Volume 1)

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Table of Contents
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Volume 1

Accounting for Risk Margins
Stephen W. Philbrick with an introduction by Paul G. O'Connell

Introduction
Gary G. Venter

Measuring the Variability of Chain Ladder Reserve Estimates
Thomas Mack

Unbiased loss Development Factors
Daniel M. Murphy

Correlation and the Measurement of Loss Reserve Variability
Randall D. Holmberg

Variability of Loss Reserves
Robert L. Brown

A Method to Estimate Probability Level for Loss Reserves
Robert M. Hayne

A Note on Simulation of Claim Activity for Use in Aggregate loss Distributions
Daniel K. Lyons

Volume 2

Statistical Methods for the Chain Ladder Technique
Richard J. Verrall

Probabilistic Development Factor Models with Applications to Loss Reserve Variability, Prediction Intervals and Risk Based Capital
Ben Zehnwirth

IBNR Reserve Under a Loglinear Location-Scale Regression Model
Louis Doray

A Generalized Framework for the Stochastic Loss Reserving
Changseob Joe Kim