Casualty Actuarial Society


CAS E-Forum

2007 Summer CAS E-Forum

Welcome to the new CAS E-Forum. 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 These papers have not been peer reviewed by any CAS Committee.

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Table of Contents

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A Discussion of “Nonlinear Regression Model of Incurred But Not Reported Losses” by Scott Stelljes
Discussion by Jeffrey H. Adams, FCAS

Chain Ladder Reserve Risk Estimators
Daniel M. Murphy, FCAS, MAAA

Generalized Linear Models Beyond the Exponential Family with Loss Reserve Applications
Gary G. Venter, FCAS, MAAA

Refining Reserve Runoff Ranges
Gary G. Venter, FCAS, MAAA

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