Fall 2006 Forum featuring the Reserves Call Papers
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Table of Contents
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2006 CAS Reserves Call Papers
Considerations Regarding Standards of Materiality in Estimates of Outstanding Liabilities Emmanuel Theodore Bardis, FCAS, MAAA, Christina Gwilliam, FCAS, MAAA, Stephen P. Lowe, FCAS, MAAA, and Atul Malhotra, FCAS, MAAA
Variance and Covariance in Reserves Due to Inflation David R. Clark, FCAS, MAAA
"Adjusting & Other" Reserves According to the "Loss-Activity" Method Paul B. Deemer, FCAS, MAAA
Loss Reserving Using Claim-Level Data James Christopher Guszcza, FCAS, MAAA, and Jan A. Lommele, FCAS, MAAA
Parameter Estimation for Bornhuetter/Ferguson Thomas Mack
Estimating Predictive Distributions for Loss Reserve Models Glenn G. Meyers Ph.D., FCAS, MAAA
- Download Excel file and R Code referenced in the Paper
A Method For Projecting Individual Large Claims Karl Murphy, FIA, and Andrew McLennan, FIA, FIAA
Measuring Loss Reserve Uncertainty William H. Panning
Methods and Models of Loss Reserving Based on Run-Off Triangles: A Unifying Survey Dr. Klaus D. Schmidt
Optimal and Additive Loss Reserving for Dependent Lines of Business Dr. Klaus D. Schmidt
A Nonlinear Regression Model of Incurred But Not Reported Losses Scott Stelljes, ACAS, MAAA
Multilevel Non-Linear Random Effects Claims Reserving Models And Data Variability Structures Graciela Vera
Additional Papers
A Least Squares Method of Producing Bornhuetter-Ferguson Loss Ratios Paul J. Brehm, FCAS, MAAA
Trending Entry Ratio Tables Dan Corro
The 2004 NCCI Excess Loss Factors Dan Corro and Gregory James Engl, FCAS, MAAA
Insurance Capital as a Shared Asset Donald F. Mango, FCAS, MAAA
- Discussion of "Insurance Capital as a Shared Asset" Robert A. Bear, FCAS, MAAA
Copyright � 2006 Casualty Actuarial Society. All Rights Reserved.
