CAS E-Forum, Winter 2014
Including Report 7 of the RBC Dependencies and Calibration Working Party, the VFIC-commissioned report on Actuarial Values of Housing Markets, Essays on the Impact of Climate Change on the Insurance Industry and three Independent Research 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 These papers have not been peer reviewed by any CAS Committee.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
CAS Working Party Report
Report 7: Risk-Based Capital (RBC) Reserve Risk Charges – Improvements to Current Calibration Method RBC Dependencies and Calibration Working Party
Commissioned Report
Actuarial Values of Housing Markets Submitted to the CAS Committee on Valuations, Finance and Investments by Risk Lighthouse LLC Dr. Shaun Wang, FCAS, CERA, and Han Chen, FSA
Essays on the Impact of Climate Change on the Insurance Industry
Introduction—Climate Change: Impact on the Insurance Industry: Introduction Vijay Manghnani, FCAS, FSA, Chairperson, CAS Climate Change Committee
Dealing with Climate Change: Mainly Adaptation, with Little Mitigation, But That Is Not Enough Dan R. Anderson
Catastrophic Risk Management, Insurance, and the Hyogo Framework for Action 2005-2015 Pei-Han Chen, and David L. Eckles
Managing Investment, Underwriting, and Production Risks from Drought-Related Agricultural Exposures Lisa A. Gardner, Ph.D. and Toby A. White, Ph.D.
Actuaries and Climate Change: Insights From Economic Theory Rick Gorvett, FCAS, ASA, CERA, MAAA, ARM, FRM, Ph.D.
Peshtigo Revisited Joseph J. Launie, Ph.D., CPCU, FACFE
The Earth is Warming: It Doesn't Matter Why Max J. Rudolph, FSA, CERA, CFA, MAAA
Sustainable/Green Insurance ProductsRita Zona, Kevin Roll and Zora Law
Independent Research
Introduction to the National Council on Compensation Insurance Experience Rating Plan and Its Actuarial MethodologyJonathan Evans, FCAS, FSA. FCA, CERA, MAAA, WCP
The Recent Review and Changes to the NCCI Individual Risk Experience Rating PlanJonathan Evans, FCAS, FSA. FCA, CERA, MAAA, WCP
The Optimal Number of Quantiles For Predictive Performance Testing of the NCCI Experience Rating Plan Jonathan Evans, FCAS, FSA, FCA, CERA, MAAA, WCP, and Curtis Gary Dean, FCAS, MAAA
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