2006 Winter Forum

Including the Data Management Call Papers and Reports of CAS Research Working Parties Correlations and Dependencies Among All Risk Sources, and Risk Transfer Testing

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Table of Contents

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Data Management Call Papers

Distinguishing the Forest from the TREES: A Comparison of Tree Based Data Mining Methods by Richard Derrig, Ph. D. and Louise Francis, FCAS, MAAA

Taming Text: An Introduction to Text Mining by Louise A. Francis, FCAS, MAAA

Variable Reduction for Predictive Modeling with Clustering by Robert Sanche, and Kevin Lonergan, FCAS

CAS Research Working Party Reports

The Report of the Research Working Party on Correlations and Dependencies Among All Risk Sources

Introduction Glenn Meyers, FCAS, MAAA, Ph.D Part 1—Correlation and Aggregate Loss Distributions With an Emphasis on the Iman-Conover Method Stephen J. Mildenhall Part 2—Aggregating Bivariate Claim Severities With Numerical Fourier Inversion David L. Homer, FCAS Part 3—The Common Shock Model for Correlated Insurance Losses Glenn Meyers, FCAS, MAAA, Ph.D Part 4—Serial Correlations of Interest and Inflation Rates Hans E. Waszink AAG, MSc.

Risk Transfer Testing of Reinsurance Contracts: Analysis and Recommendations by The CAS Research Working Party on Risk Transfer Testing

Additional Papers

Estimating Tail Developement Factors: What to do When the Triangle Runs Out Joseph Boor, FCAS

A Database in 3-D Alfred D. Commodore, ACAS

Reinsurance Involving Partial Risk Transfer: Addressing the Accounting Difficulties Spencer M. Gluck, FCAS, MAAA

A Multivariate Bayesian Claim Count Developement Model With Closed Form Posterior and Predictive Distributions Stephen Mildenhall, FCAS

Incorporating Systematic Risk into the RMK Framework by Trent R. Vaughn, FCAS

A Portfolio Theory of Market Risk Load by Yingjie Zhang, FCAS

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