CAS E-Forum, Spring 2017
Featuring two CAS-Sponsored Research Reports, Ratemaking Call Papers and 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 These papers have not been peer reviewed by any CAS Committee.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 Spring Forum
CAS-Sponsored Research
An Adaptation of the Classical CAPM to Insurance: The Weighted Insurance Pricing Model Edward Furman, Ph.D., and Ričardas Zitikis, MSc, Ph.D
Compendium of Credit Risk Resources Jean-Philippe Boucher, Mathieu Boudreault and Jean-François Forest-Desaulniers
Ratemaking Call Papers
The Mathematics of On-Leveling Ian Deters, Ph.D.
An Alternative Approach to Credibility for Large Account and Excess of Loss Treaty Pricing Uri Korn, FCAS, MAAA
Removing Bias — The SIMEX Procedure Thomas Struppeck, FCAS, MAAA
Independent Research
Residual Loss Development and the UPR Richard L. Vaughan, FCAS, FSA, MAAA
These files are in Portable Document Format (PDF), you will need to download the Acrobat Reader to view the articles.
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