CAS E-Forum, Summer 2016
Featuring the CAS Reserves Call Papers, Innovation Essays 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 These papers have not been peer reviewed by any CAS Committee.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 2016 Summer Forum
CAS Reserves Call Papers
An Extension to the Cape-Cod Method with Credibility Weighted Smoothing Uri Korn, FCAS, MAAA
- Supplement KF LR Template.xlsm
Hierarchical Compartmental Models for Loss Reserving Jake Morris, FIA
- Supplement Compartmental reserving model illustation.xlsx - This file is 3.5 MB and may take time to download.
The Actuary and Enterprise Risk Management: Integrating Reserve Variability Mark R. Shapland, FCAS, FSA, MAAA, and Jeffrey A. Courchene, FCAS, MAAA
- Supplements AGG Backtest.xlsm - This file is 67 MB and may take time to download. LOB Backtest.xlsm - This file is 67 MB and may take time to download.
Using the Hayne MLE Models – A Practitioners Guide Mark R. Shapland, FCAS, FSA, MAAA, and Ping Xiao
- Supplements Aggregate Estimate.xls - This file is 20 MB and may take time to download. Best Estimate.xlsm - This file is 7 MB and may take time to download. HayneMLE Models.xlsm - This file is 9.5 MB and may take time to download. Industry Data.xls - This file is 67 MB and may take time to download. Model Instructions.pdf - This file is 67 MB and may take time to download.
Innovation Essays
Innovation Fueled by Risk Management Aaron M. Halpert, ACAS, MAAA
Innovation in Crop Insurance: The Price-Flex® Story Michael G. Wacek, FCAS, MAAA, CERA
Independent Research
Introduction to Bayesian Loss Development David R. Clark, FCAS
These files are in Portable Document Format (PDF), you will need to download the Acrobat Reader to view the articles.
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