CAS E-Forum, Spring 2019
Featuring CAS Research Working Parties' Reports
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 These papers have not been peer reviewed by any CAS Committee.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 2019 Spring Forum
CAS RESEARCH WORKING PARTIES REPORTS
Risk-Based Capital – Calibration of LOB Diversification in Underwriting Risk Charges Report 14 of the CAS Risk-Based Capital (RBC) Research Working PartiesIssued by The RBC Dependencies and Calibration Working Party (DCWP)
Risk-Based Capital – Calibration of Investment Income Offset Report 15 of the CAS Risk-Based Capital (RBC) Research Working PartiesIssued by The RBC Dependencies and Calibration Working Party (DCWP)
Upgrading an Existing Capital Model – A Common Risk Driver Application A Report of the CAS Predictive Analytics in Capital Modeling Working Party With the online supplement: Risk Driver Mathematics v11 [XLSM]
INDEPENDENT RESEARCH
Another Pioneering Use of DFA: New Zealand Earthquake Commission Ian McLean
A Note on Euler Allocation for Performance Measurement Shayan Sen, ACAS, Ph.D.
These files are in Portable Document Format (PDF), you will need to download the Acrobat Reader to view the articles.
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