CAS E-Forum, Winter 2019
Featuring CAS Research Working Party Report
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 These papers have not been peer reviewed by any CAS Committee.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 Winter Forum
CAS Research Working Party Report
Risk-Based Capital Line of Business Diversification: Current RBC Approach vs. Correlation Matrix Approach Report 13 of the CAS Risk-Based Capital (RBC) Research Working Parties Issued by the RBC Dependencies and Calibration Working Party (DCWP)
Reserves Call Papers
DeepTriangle: A Deep Learning Approach to Loss Reserving Kevin Kuo
Back-Testing the ODP Bootstrap & Mack Bootstrap Models Mark R. Shapland, FCAS, FSA, FIAI, MAAA
Enhancements to the Shane-Morelli Method to Provide Technical Guidance in Implementation and Proposed Solutions for Challenges Encountered in the Application to a Workers Compensation Tail Shon Yim, Ph.D., ACAS; Dolph Zielinski, FCAS; and Dawn (Morelli) Fowle, FCAS
- With the online supplement: Yim Zielinski Fowle WC Tail Model Template [XLSM]
These files are in Portable Document Format (PDF), you will need to download the Acrobat Reader to view the articles.
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