CAS E-Forum, Summer 2014 Volume 2
Including the 2014 Reserves 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 These papers have not been peer reviewed by any CAS Committee.
Table of Contents
Download the Complete Issue
Reserves Call Papers
Applying Credibility Concepts to Develop Weights for Ultimate Claim Estimators Rajesh Sahasrabuddhe, FCAS, MAAA Trap Rule [xls]
The Analysis of "All-Prior" Data Mark Shapland, FCAS, FSA, MAAA All Prior Analysis [xlsm] Creating All Prior Data [xls]
Credibility in Loss Reserving Peng Shi & Brian Hartman
The Use of GAMLSS in Assessing the Distribution of Unpaid Claims Reserves Giorgio Alfredo Spedicato, Ph.D., ACAS; Gian Paolo Clemente, Ph.D.; and Florian Schewe, M.Sc.
- Load Naic Triangles [TXT]
- Prepare data set 4 modeling [TXT]
- Regression Models on Naic Triangles [TXT]
- Reserve Variability Exercise [TXT]
- Compare ChainLadder and GAMLSS [TXT]
Combining Estimates Thomas Struppeck, FCAS, ASA, CERA Struppeck Combining EstimatesWorkbook [xlsx]
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