Spring 1994, Variability in Reserves Prize Program Papers (Volume 1)
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Table of Contents Download Volume 1 Download Volume 2
- Volume 1
Accounting for Risk Margins Stephen W. Philbrick with an introduction by Paul G. O'Connell
Introduction Gary G. Venter
- Measuring the Variability of Chain Ladder Reserve Estimates Thomas Mack
Unbiased loss Development Factors Daniel M. Murphy
Correlation and the Measurement of Loss Reserve Variability Randall D. Holmberg
Variability of Loss Reserves Robert L. Brown
A Method to Estimate Probability Level for Loss Reserves Robert M. Hayne
A Note on Simulation of Claim Activity for Use in Aggregate loss Distributions Daniel K. Lyons
Volume 2
Statistical Methods for the Chain Ladder Technique Richard J. Verrall
Probabilistic Development Factor Models with Applications to Loss Reserve Variability, Prediction Intervals and Risk Based Capital Ben Zehnwirth
IBNR Reserve Under a Loglinear Location-Scale Regression Model Louis Doray
A Generalized Framework for the Stochastic Loss Reserving Changseob Joe Kim
Copyright � 1994 Casualty Actuarial Society. All Rights Reserved.
