Casualty Actuarial Society

Publications

1998_Fall_Forum

Fall 1998, Reserving Call Papers

These files are in Portable Document Format (PDF), you will need to download the Acrobat Reader to view the articles.
Acrobat

Memo from the Chairperson of the Committee on Reserves

Table of Contents

Best Estimates for Reserves
Glen Barnett and Ben Zehnwirth

Best Estimate Loss Reserving: An Actuarial Perspective
Kathleen A. Blum and David J. Otto, ACAS, MAAA

The Philosophy of Reserving
Robert A. Buchanan, ASA

Efficient Estimators Through Data Segmentation
William J. Lakins, ACAS, MAAA

Using Utility Theory for Describing Best Estimate Reserves
Mark W. Littman, FCAS, MAAA

Is the "Best Estimate" Best? Issues in Recording a Liability for Unpaid Claims, Unpaid Losses and Loss Adjustment Expenses
Jan A. Lommele, FCAS, MAAA, and Michael G. McCarter, FCAS, MAAA

Statistical Modeling Techniques for Reserve Ranges: A Simulation Approach
Chandu C. Patel, FCAS, MAAA, and Alfred Raws III, ACAS, FSA, MAAA

Estimating the Variability of Loss Reserves
Excel Worksheet containing Exhibits (Must have Excel on your machine to read this file.)
Richard E. Sherman, FCAS, MAAA

Sources of Bias and Inaccuracy in the Development of a Best Estimate
Richard Stein and Michael S. Stein, FSA, MAAA

Using Best Practices to Determine a Best Reserve Estimate
Paul J. Struzzieri, FCAS, MAAA, and Paul R. Hussian, FCAS, MAAA

Some Extensions of J.N. Standard's Simulation Model for Loss Reserving
Richard L. Vaughn, FCAS, FSA, MAAA

Copyright © Casualty Actuarial Society. All Rights Reserved.


Back to Forum Index