2008 Fall CAS E-Forum including Reserves Call Papers
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 These papers have not been peer reviewed by any CAS Committee.
These files are in Portable Document Format (PDF), you will need to download the Acrobat Reader to view the articles.
Table of Contents
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Reserve Call Papers
Manually Adjustable Link Ratio Model for Reserving Emmanuel T. Bardis, FCAS, MAAA, Ph.D., Ali Majidi, Ph.D., Aktuar (DAV), and Daniel M. Murphy, FCAS, MAAA
Meaningful Intervals Glen Barnett, Ph.D, David Odell, Ph.D, and Ben Zehnwirth, Ph.D, AIA, AIAA
Modeling with the Multivariate Probabilistic Trend Family Glen Barnett, Ph.D. and Ben Zehnwirth, Ph.D., AIA, AIAA
Reserving with Incomplete Exposure Information David R. Clark, FCAS, MAAA
Property-Liability Insurance Loss Reserve Ranges Based on Economic Value Stephen P. D�Arcy FCAS, Ph.D., Alfred Au, and Liang Zhang
A Survival Model Approach to Non-Life Run-off Triangle Estimation Brian A. Fannin, ACAS
Hierarchical Growth Curve Models for Loss Reserving James Guszcza, FCAS, MAAA
A Stochastic Framework for Incremental Average Reserve Models Roger M. Hayne, Ph.D., FCAS, MAAA Hayne Example R
Estimating the Ultimate Liability for a Non-Insurance Company�s Revised Warranty Product Orin M. Linden, Ph.D., FCAS, MAAA, ARM; James B. Kahn, FCAS, MAAA; and Brian Ko
The Prediction Error of Bornhuetter-Ferguson Thomas Mack
Stochastic Loss Reserving with the Collective Risk Model Glenn Meyers, FCAS, MAAA, Ph.D. Meyers R Files (4) (.zip) Meyers Excel Files (4) (.zip)
Combined Analysis of Paid and Incurred Losses B. Posthuma, E.A. Cator, W. Veerkamp, and E.W. van Zwet
Loss Development in Workers Compensation in the Presence of Legislative Reform Frank Schmid
Corporate Governance and the Loss Reserving Process E. Daniel Thomas, FCAS, MAAA, Marc F. Oberholtzer, FCAS, MAAA, and Timothy Landick, FCAS, MAAA
Distribution and Value of Reserves Using Paid and Incurred Triangles Gary G. Venter, FCAS, MAAA
Robustifying Reserving Gary G. Venter, FCAS, MAAA, and Dumaria R. Tampubolon, Ph.D.
A Model to Test for and Accommodate Reserving Cycles Thomas S. Wright, MA, CStat, FIA
Additional Papers
Grouping Loss Distributions by Tail Behavior Part I: Discrete Families Dan Corro
Grouping Loss Distributions by Tail Behavior Part II: Continuous Families Dan Corro
Grouping Loss Distributions by Tail Behavior Part III: Ordering Distributions Dan Corro
Modeling the Claims Development Result For Solvency Purposes Michael Merz, Ph.D., and Mario V. W�thrich Ph.D
Principles of the Chain-Ladder �Method� Selecting and Updating Claims Development Factors Rajesh V. Sahasrabuddhe, FCAS, MAAA
Risk Margins in Fair Value Reserves Michael G. Wacek, FCAS, MAAA Wacek Excel File (1)
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