Non-linear models using GLMs
Techniques available to build mixed multiplicative addition solutions using standard GLMs.
Source:
2005 Special Interest Seminar on Predictive Modeling
Type:
concurrent
Panelists:
James Tanser, Karl Murphy
Customer Retention and new Business Conversion analysis-discrete modeling issues
Presentation of multivariate analysis as a variate method for measuring policyholder retention and new business conversion
Source:
2005 Special Interest Seminar on Predictive Modeling
Type:
concurrent
Panelists:
Claudine Modlin, Robert Walling
Advanced Modeling Strategy
Demonstration of how to use binomial models or offset terms to use model results from a stable claim type when measuring a more volatile claim type
Source:
2005 Special Interest Seminar on Predictive Modeling
Type:
concurrent
Panelists:
Duncan Anderson
Basic Modeling Strategy
Discussion of Diagnostics that help test the selections made
Source:
2005 Special Interest Seminar on Predictive Modeling
Type:
concurrent
Moderators:
Benoit Carrier
Panelists:
Gaetan Veilleux
Introduction to Generalized Linear Models
A Basic Introduction to Linear and Generalized Linear Models
Source:
2005 Special Interest Seminar on Predictive Modeling
Type:
concurrent
Panelists:
Louise Francis
Modeling Multiple Lines
A discussion of modeling multiple lines of businesses
Source:
2005 Casualty Loss Reserve Seminar (CLRS)
Type:
concurrent
Panelists:
Glen Barnett, Ben Zehnwirth
Keywords:
Modeling Multiple Lines, lines of businesses
Best Estimates for Reserves-An Update
An expansion of the 2000 Proceedings Paper, "Best Estimates for Reserving" and an update to the paper with more examples
Source:
2005 Casualty Loss Reserve Seminar (CLRS)
Type:
concurrent
Panelists:
Glen Barnett, Ben Zehnwirth
Keywords:
Reserves, Best Estimates
Discussion Draft Comments - Reserving Principles
Overview of discussion draft along with discussion of comments
Source:
2005 Casualty Loss Reserve Seminar (CLRS)
Type:
concurrent
Moderators:
Stephanie Gould
Panelists:
David Powell, Aaron Halpert, Thomas Ryan, Dale Ogden
Keywords:
Reserving Principles
Research Update on California Worker's Compensation Plan
Session highlighting the major provisions of the reforms on Workers Compensation with special emphasis on certain parts
Source:
2005 Casualty Loss Reserve Seminar (CLRS)
Type:
concurrent
Moderators:
Stephanie Gould
Panelists:
Alex Swedlow
Keywords:
California Worker's Compensation
Actuarial Credibility Task Force Report and The Potential Impact to ASOP 36
Presentation of the key components of the proposed revisions of the ASOP 36 standards
Source:
2005 Casualty Loss Reserve Seminar (CLRS)
Type:
concurrent
Moderators:
Stephanie Gould
Panelists:
Pat Teufel
Keywords:
ASOP 36
Restoring the Credibility of Casualty Actuaries
Session summarizing the recommendations of the Task Force and provide an updated on its implementation efforts
Source:
2005 Casualty Loss Reserve Seminar (CLRS)
Type:
concurrent
Panelists:
Pat Teufel
Quantifying Variability in Reserves Estimate
Presentation of findings and lead a discussion on the methods outline in the paper on methods currently used to quantify variability, in loss reserves with unified notation and terminology
Source:
2005 Casualty Loss Reserve Seminar (CLRS)
Type:
concurrent
Moderators:
Stephanie Gould
Panelists:
Gary Venter, Joseph Marker, Mark Shapland, Julie Sims
Keywords:
Quantifying Variability in Reserves
Initial Expected Losses Working Party
Discussion of Strengths and Weaknesses of methods that the working party identified.
Source:
2005 Casualty Loss Reserve Seminar (CLRS)
Type:
concurrent
Moderators:
Stephanie Gould
Panelists:
Mark Shapland, Steven Herman, Jeffrey Carlson, Christopher Olson
Keywords:
Initial Expected Losses
Using Predictive Modeling to Estimate Outstanding Losses
The presentation explores the use of claim-level data, together with additional risk characteristics, to estimate outstanding losses.
Source:
2005 Casualty Loss Reserve Seminar (CLRS)
Type:
concurrent
Panelists:
Jan Lommele, James Guszcza, Rial Simmons
Keywords:
Predictive Modeling, claim-level data, risk
Loss Reserves: Points, Ranges or Distributions
Addreses the demand for more accurate and extensive information from annual statements and actuarial opinions
Source:
2005 Casualty Loss Reserve Seminar (CLRS)
Type:
concurrent
Moderators:
Roberta Garland
Panelists:
Chester Szczepanski, Roger Hayne, Gregory Alff
Keywords:
Loss Reserves: Points, Ranges or Distributions
What's the Point (Estimate)?
Addreses the demand for more accurate and extensive information from annual statements and actuarial opinions
Source:
2005 Casualty Loss Reserve Seminar (CLRS)
Type:
concurrent
Moderators:
Roberta Garland
Panelists:
Chester Szczepanski, Roger Hayne, Gregory Alff
Keywords:
annual statements and actuarial opinions
Professionalism in the Age of Scrutiny
Discussion of how the CAS Code of Professional Conduct can help or hurt in these days of heightened regulatory oversight and investigation.
Source:
2005 Casualty Loss Reserve Seminar (CLRS)
Type:
concurrent
Moderators:
Michael Falcone
Panelists:
Therese Klodnicki, Martin Menard
Keywords:
Code of Professional Conduct, Professionalism
Construction Defects
Discussion of important court cases, claim characteristics, the frequency and severity of claims, data segmentation, and actuarial techniques for estimating ultimate losses in relation to construction defect claims
Source:
2005 Casualty Loss Reserve Seminar (CLRS)
Type:
concurrent
Moderators:
Michael Falcone
Panelists:
Manuel Almagro
Keywords:
Construction Defects, claim characteristics, severity of claims
Workers Compensation Large Deductible Issues
Overview of NAIC and IAIABC study and discussion of the relevance to actuaries involved in reserving and financial reporting
Source:
2005 Casualty Loss Reserve Seminar (CLRS)
Type:
concurrent
Moderators:
Michael Falcone
Panelists:
Matthew Hayden
Keywords:
Workers Compensation Large Deductible Issues
Workers Compensation Update
Overview and discussion of the Nationwide Workers Compensation Marketplace
Source:
2005 Casualty Loss Reserve Seminar (CLRS)
Type:
concurrent
Panelists:
Timothy Wisecarver, Karen Ayres, Jennifer Price
Keywords:
Workers Compensation Update
Workers Compensation Update
Overview and discussion of the Nationwide Workers Compensation Marketplace
Source:
2005 Casualty Loss Reserve Seminar (CLRS)
Type:
concurrent
Panelists:
Timothy Wisecarver, Karen Ayres, Jennifer Price
Keywords:
Workers Compensation Update
Auto Insurance Success Stories
This session will discuss several successful results of tort reform and legislative changes and other questionable results of these changes.
Source:
2005 Casualty Loss Reserve Seminar (CLRS)
Type:
concurrent
Moderators:
Ron Pressman
Panelists:
Katharine Barnes, Allan Neis, Kevin Russell
Keywords:
Auto Insurance
Reserving for Homeowners: Pitfalls in the Short-Tailed Line
Issues with reserving for homeowners that can make it nontrivial.
Source:
2005 Casualty Loss Reserve Seminar (CLRS)
Type:
concurrent
Panelists:
Roosevelt Mosley, Alan Lange
Keywords:
Reserving for Homeowners, Short-Tailed Line
Reserving for Homeowners: Pitfalls in the Short-Tailed Line
Issues with reserving for homeowners that can make it nontrivial.
Source:
2005 Casualty Loss Reserve Seminar (CLRS)
Type:
concurrent
Panelists:
Roosevelt Mosley, Alan Lange
Keywords:
Reserving for Homeowners
Status of the Medical Malpractice Marketplace
Session focusing on use of predictive modelling in the reserving process and on recent developments on the hospital side of the medical malpractice environment
Source:
2005 Casualty Loss Reserve Seminar (CLRS)
Type:
concurrent
Moderators:
Aleksey Popelyukhin
Panelists:
Rob Walling, Jeremy Brigham
Keywords:
Medical Malpractice, predictive modelling