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Actuarial Links |
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Actuarial Articles
Casualty - the following are links derived from the
CAS
2005 Casualty Actuarial Society Ratemaking Discussion Papers
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D&O
Reinsurance Pricing - A Financial Market Approach - by Athula Alwis,
ACAS, MAAA, Vladimir Kremerman, Ph.D., and Junning Shi, FCAS, MAAA
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Ratemaking for Captives and Alternative Market Vehicles - by Ann M.
Conway, FCAS, MAAA (Ratemaking Examples: Exhibit 1, Exhibit 2, Exhibit 3, page 53-71)
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Generalized
Minimum Bias Models - by Luyang Fu, Ph.D., and Cheng-sheng Peter Wu, FCAS,
ASA, MAAA
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Discussion
of "Generalized Minimum Bias Models" - by Stephen J. Mildenhall, FCAS,
ASA, MAAA
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The Effect
of Changing Exposure Levels on Calendar Year Loss Trends - by Chris
Styrsky, FCAS, MAAA
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Pitfalls in
Evaluating Proposed Tort Reforms - by Gail E. Tverberg, FCAS, MAAA (Exhibit 1,
page 161)
2005 Data Management, Quality, and Technology Call Papers
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Insurance
Industry Decision Support: Data Marts, OLAP and Predictive Analytics -
by George Bukhbinder, Ph.D., Michael Krumenaker, Abraham Phillips, Ph.D
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Dancing
With Dirty Data: Methods for Exploring and Cleaning Data -
by Louise A. Francis, FCAS, MAAA
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The Games
We Play: The Future of DFA Models' Interfaces -
by Aleksey S. Popelyukhin, Ph.D
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Actuarial
Data Management In A High-Volume Transactional Processing Environment -
by Joseph Strube, and Bryant Russell, Ph.D., ACAS, MAAA
2004 Reserves Call Papers
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Reconciliation and the Actuarial Opinion
- by Wendy Germani, FCAS,
MAAA, and Holmes Gwynn, ACAS, MAAA
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Atypical Circumstances in Statements of Actuarial Opinion on P&C Loss
Reserves:
Professional Considerations and Sample Wordings - by Thomas L.
Ghezzi, FCAS, MAAA, and David S. Powell, ACAS, MAAA
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Estimating and Incorporating Correlation in Reserve Variability - by
Roger M. Hayne, FCAS, MAAA
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An
Introduction to Reserving and Financial Reporting Issues for
Non-Traditional Reinsurance - by Derek A. Jones, ACAS, MAAA
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Reserving in a Changing Environment: Responding to the Impact of
Layoffs, Plant Closures and
Downsizing in Reserving for Workers Compensation Liabilities - by
Atul S. Malhotra, FCAS, MAAA, and Ronald T. Kozlowski, FCAS, MAAA
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International Accounting Standards Applied to Property and Casualty
Insurance-Overview of Reserving Issues - by Bruce Moore, FCAS, MAAA,
Scott Drab, FCAS, MAAA, James Christie, FCAS, FCIA, and Samit Shah, FIA
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Estimating the Workers' Compensation Tail -by Richard E. Sherman,
FCAS, MAAA, and Gordon F. Diss, ACAS, MAAA
· Expanded
Exhibits
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Obtaining Predictive Distributions for Reserves Which Incorporate Expert
Opinion -by R. J. Verrall
2004 Working Party Report
2004 Task Force Report
2004 Additional Papers
2004 Ratemaking Discussion Papers
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Equity Risk Premium: Expectations Great and Small - by Richard A.
Derrig and Elisha D. Orr
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Gradients of Risk Measures: Theory and Application to Catastrophe Risk
Management and Reinsurance Pricing - by John A. Major, ASA, MAAA
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Integrating Actuarial and Underwriting Disciplines to Improve
Underwriting Outcomes - by G. Chris Nyce, FCAS, MAAA
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The
Cost of Conditional Risk Financing - by Frederic F. Schnapp, ACAS,
MAAA
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Arbitrage Free Risk Loads For Brokers - by Christopher M. Steinbach,
FCAS, MAAA
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Credible Risk Classification-How To Create Risk Classification Systems
With the Maximum Price Differentiation
While Addressing Concerns of Credibility (Word document) - by
Benjamin Joel Turner, MBA, JD
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Incorporation of Fixed Expenses - by Geoffrey Todd Werner, FCAS,
MAAA
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A
View Inside the "Black Box:" A Review and Analysis of Personal Lines
Insurance Credit Scoring Models
Filed in the State of Virginia - by Cheng-sheng Peter Wu, FCAS, ASA,
MAAA, and John R. Lucker, CISA
2004 Additional Papers
2004 Report of The Risk Premium Project
(In Response to the CAS Committee on Theory of Risk's Request for Research
on Valuing Property-Liability Risks)
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