Fall 2003, Including the 2003 Reserves Call Papers and Discussions of the 2002 ARIA Prize Paper
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Reserving Call Papers
Probabilistic Framework for Evaluating Materiality and Variability in Loss Reserve Estimates by Irene K. Bass, FCAS, MAAA, and C.K. "Stan" Khury, FCAS, MAAA
LDF Curve-Fitting and Stochastic Reserving: A Maximum Likelihood Approach by David R. Clark, FCAS, MAAA
Estimating ULAE Liabilities: Rediscovering and Expanding Kittel's Approach by Robert F. Conger, FCAS, FCIA, MAAA, and Alejandra Nolibos, FCAS, MAAA Note: A corrected version of the original paper published in the Forum appears above. This version corrects and expands footnotes on page 134. The errata have been released for page 119.
Measurement of Reserve Variability by Roger M. Hayne, FCAS, MAAA
Reserving for Asbestos Liabilities by Kevin M. Madigan, ACAS, MAAA, and Claus S. Metzner, FCAS, FSA, MAAA, Aktuar-SAV
Estimation and Application of Ranges of Reasonable Estimates by Charles L. McClenahan, FCAS, ASA, MAAA Note: A corrected version of the original paper published in the Forum appears above. This version contains an added footnote on page 221.
Monoline Insurance & Financial Guaranty Reserving by James P. McNichols, ACAS, MAAA
A Statistical Simulation Approach for Estimating the Reserve for Uncollectible Reinsurance by Nicholas H. Pastor, FCAS, MAAA
Loss Reserve Estimates: A Statistical Approach for Determining "'Reasonableness" by Mark R. Shapland, FCAS, MAAA
A Generic Claims Reserving Model: A Fundamental Risk Analysis by Graciela Vera Note: A corrected version of the original paper published in the Forum appears above. This version corrects two sections that contained incomplete equations.
Discussions of the 2002 ARIA Prize Paper
Review of "Capital Allocation for Insurance Companies" by Stewart C. Myers and James R. Read Jr by Paul J. Kneuer, FCAS, MAAA
The Economics of Capital Allocation by Glenn G. Meyers, FCAS, MAAA
A Note on the Myers and Read Capital Allocation Formula by Stephen J. Mildenhall, FCAS, ASA, MAAA
A Method of Implementing Myers-Read Capital Allocation in Simulation by David L. Ruhm, FCAS, MAAA, and Donald E Mango, FCAS, MAAA
Discussion of "Capital Allocation for Insurance Companies" by Stewart C. Myers and James R. Read Jr. by Gary G. Venter, FCAS, MAAA
Review of "Capital Allocation for Insurance Companies" by Stewart C. Myers and James R. Read Jr. Practical Considerations for Implementing the Myers-Read Model by Kyle J. Vrieze, FCAS, MAAA, and Paul J. Brehm, FCAS, MAAA
Additional Papers
Annuity Densities with Application to Tail Development Daniel R. Corro
Financial Pricing Models for Property-Casualty Insurance Products: Implementation and Presentation by Sholom Feldblum, FCAS, FSA, MAAA, and Neeza Thandi, FCAS, MAAA
Financial Pricing Models for Property-Casualty Insurance Products: Investment Yields by Sholom Feldblum, FCAS, FSA, MAAA, and Neeza Thandi, FCAS, MAAA
The Pricing of Commutations by Sholom Feldblum, FCAS, FSA, MAAA
Evaluating Individual Unit Profitability via Value Impact by Gary G. Venter, FCAS, MAAA
Copyright � 2003 Casualty Actuarial Society. All Rights Reserved.
