CAS E-Forum, Fall 2015
Featuring the Non-Technical Reserves Call Papers and Independent Research
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 These papers have not been peer reviewed by any CAS Committee.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 2015 Fall Forum
The Non-Technical Reserves Call Papers
Interpolation Hacks and their Efficacy Lynne Bloom, FCAS, MAAA Excel File
Accident Year / Development Year Interactions David R. Clark, FCAS, MAAA , and Diana Rangelova, ACAS, MAAA
The Actuary's Role in a Risk-Focused Statutory Examination Alan M. Hines, FCAS
Premium Deficiency Reserve Evaluation for Mortgage Insurers David Kaye, FCAS, MAAA Excel File
Reserving Styles – Are Actuaries In-Sync with their Stakeholders? Mark Littmann, FCAS, MAAA
Movement Analysis Andy Staudt FIA, FCAS, MAAA Excel File
Independent Research
The Market Value Margin Within The Distribution-Free Chain Ladder Model -A Way To Account For Calendar Year Effects And Aggregating Lines Of Business Daniel Burren, PhD, MSc, Actuary SAA
Complex Random Variables Leigh J. Halliwell, FCAS, MAAA
The Gauss-Markov Theorem: Beyond the BLUE Leigh J. Halliwell, FCAS, MAAA
Credibility for Pricing Loss Ratios and Loss Costs Uri Korn, FCAS, MAAA
Incorporating Model Error into the Actuary's Estimate of Uncertainty Jamie Mackay, and Dave Otto, FCAS MAAA
These files are in Portable Document Format (PDF), you will need to download the Acrobat Reader to view the articles.
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