CAS E-Forum - Summer 2020

Abstract

CAS E-Forum, Summer 2020

Featuring Five Reserves Call Papers and Four Independent Research 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 These papers have not been peer reviewed by any CAS Committee.

TABLE OF CONTENTS

Download the Complete 2020 Summer Forum

Reserving Call Papers

Segmenting Closed Claim Payment Data to Estimate Loss and ALAE Reserves for Construction Defects James B. Kahn, Brad Tumbleston and Wilson Townsend

  • Segmenting Closed Claim Payment Data to Estimate Loss and ALAE Reserves for Construction Defects Exhibits [xlsx]

Machine Learning, Regression Models, and Prediction of Claims Reserves Mathias Lindholm, Richard Verrall, Felix Wahl and Henning Zakrisson

Joint Model for Individual-Level Loss Reserving: An Empirical Analysis A. Nii-Armah Okine, Edward W. Frees, FSA, and Peng Shi, ACAS, FSA

  • Related R Files [R file]

Cash Flow and Unpaid Claim Runoff Estimates Using Mack and Merz-Wüthrich Models Mark Shapland, FCAS

  • Mack_&_Merz-Wüthrich_Calc (1) [xlsm] Mack_&_Merz-Wüthrich_Runoff (1) [xlsm]

Independent Research

Updating Increased Limits Factors for Trend Using Interpolation Along a Curve  Joseph A. Boor, FCAS, CERA, Ph.D.

Introduction to Data Visualization John Deacon, Annie Fan, Brian Fannin, Jennifer Levine, Keith Quigley and Patrick Yu

Over-Dispersion and Loss Reserving Marco De Virgilis

  • Related RDS and R Files

The Chase — An Actuarial Memoir Glenn Meyers

Estimating Working Life Expectancy from Cohort Change Ratios: An Example using Major League Pitchers David Swanson, Jack Baker, Jeff Tayman and Lucky Tedrow

 

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Copyright © 2020 Casualty Actuarial Society. All Rights Reserved.

Year
2020
Description
Featuring Five Reserves Call Papers and Four Independent Research Papers
Publications
Casualty Actuarial Society E-Forum

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