CAS E-Forum, Fall 2013
2013 Fall including Report 6 of the RBC Dependencies and Calibration Working Party, the Tail Factors Working Party Report, and the Non-Technical Reserve Call 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 These papers have not been peer reviewed by any CAS Committee.
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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CAS Working Parties Reports
Report 6: Risk-Based Capital (RBC) Premium Risk Charges�Improvements to Current Calibration Method RBC Dependencies and Calibration Working Party
The Estimation of Loss Development Tail Factors: A Summary Report Tail Factors Working Party Excel Spreadsheet
Non-Technical Reserve Call Papers
Chain Ladder Reserving Methods for Liabilities with Per Occurrence Limits Karen H. S. Adams, ACAS, MAAA
Structured Tools to Help Organize One�s Thinking When Performing or Reviewing a Reserve Analysis Jennifer Cheslawski Balester, FCAS, MAAA, and Gerald S. Kirschner, FCAS, MAAA
A Methodology for Avoiding the Pitfalls of Excess Loss Development Lynne Bloom, FCAS, MAAA, and Lela Patrik, FCAS, MAAA Excel Spreadsheet
Justification for, and Implications of, Regulators Suggesting Particular Reserving Techniques William J. Collins, ACAS
Testing the Assumptions of Assumptions Testing Keith Curley, FCAS, MAAA
Runoff Collateral Requirements James Ely, FCAS
Seeing the Forest with the Stems-and-Leaves Kirk G. Fleming, FCAS, MAAA
Peaks and Troughs: Reserving Through the Market Cycle Susan J. Forray, FCAS, MAAA, and Zachary A. Ballweg, FCAS, MAAA
Aggregate Loss Reserve Analysis by Accounting Date Bertram A. Horowitz, FCAS, MAAA
A Mortality-Based Approach to Reserving for Lifetime Workers� Compensation Claims Brian A. Jones, FCAS, MAAA; Craig J. Scukas, FCAS, MAAA; Kathryn S. Frerman; Melissa S. Holt, FCAS, MAAA; Vicki A. Fendley, FCAS, ASA, MAAA
Estimating Unpaid Claim Liabilities for Mortgage Insurance David Kaye, FCAS, MAAA Excel Spreadsheet
An Enhanced On-Level Approach to Calculating Expected Loss Costs Marc B. Pearl, FCAS, MAAA, and Jeremy Smith, FCAS, MAAA, CERA, CPCU
Using Life Expectancy to Inform the Estimate of Tail Factors for Workers Compensation Liabilities Michael Shane, FCAS, MAAA, and Dawn Morelli, ACAS, MAAA
Reserving in Two Steps: Total IBNR = Pure IBNR + IBNER Daniel David Schlemmer, ACAS, MAAA, and Tracey Tarkowski
Applications of Reserve Ranges and Variability in Practice Christopher Walker, FCAS, MAAA, and Mark Littmann, FCAS, MAAA
Effects of Loss Reserve Margins on Calendar Year Results�Balcarek Expanded Robert J. Walling III, FCAS, MAAA, and Erich A. Brandt, FCAS, MAAA
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