Vol. 2016, 2016July 01, 2016 EDT
The Actuary and Enterprise Risk Management: Integrating Reserve Variability
The Actuary and Enterprise Risk Management: Integrating Reserve Variability
Mark R Shapland, Jeffrey A. Courchene,
Reserve VariabilityEnterprise Risk ManagementActual Versus ExpectedBack-TestingDeviations From ExpectationOne-Year Time HorizonValidationReserve Distribution TestingAssumption ConsistencyRun-Off Analysis
Shapland, Mark R, and Jeffrey A. Courchene. 2016. “The Actuary and Enterprise Risk Management: Integrating Reserve Variability.” CAS Forum 2016 (July).
