2010 Fall CAS E-Forum-Volume 2
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 These papers have not been peer reviewed by any CAS Committee.
These files are in Portable Document Format (PDF), you will need to download the Acrobat Reader to view the articles.
Table of Contents
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2010 VFIC Discussion Papers
A Conceptual Proposal to Use Appraisal Value as a Supplementary Basis for Financial Valuation Neil M. Bodoff, FCAS, MAAA
Banking on Robbery: The Role of Fraud in the Financial Crisis Louise Francis, FCAS, MAAA
Information, Market Behavior, and Valuation Philip E. Heckman, Ph.D., ACAS, MAAA
Practical Considerations in Assessing the Impact of Inflation on Carried Reserves Michelle Morrow, FCAS, MAAA, and Timothy Conrad, FCAS
An Analysis of the Limitations of Utilizing the Development Method for Projecting Mortgage Credit Losses and Recommended Enhancements Michael Schmitz, FCAS, and Kyle Mrotek, FCAS
Tail Risk, Systemic Risk and Copulas Andy Staudt, FCAS, MAAA
Additional Paper
Note from the Editor on Gail E. Tverberg�s �The Expected Impact of Oil Limitations on the Property-Casualty Insurance Industry� Glenn M. Walker, FCAS, MAAA, E-Forum Committee Chairman
The Expected Impact of Oil Limitations on the Property-Casualty Insurance Industry Gail E. Tverberg, FCAS, MAAA
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