Articles in Vol. 2013, 2013
Vol. 2013, 2013
- Kurtosis and Skewness Estimation for Non-Life Reserve Risk DistributionEric Dal Moro
- The Impact of Different Forms of Decision-Aids on User Best AssessmentsMarc-André Desrosiers
- Report 6: Risk-Based Capital (RBC) Premium Risk Charges—Improvements to Current Calibration MethodAllan M KaufmanJennifer WuDaniel M Murphy
- The Estimation of Loss Development Tail Factors: A Summary ReportMark R ShaplandMohammed Q AshabJoseph A BoorAaron Halpert
- Chain Ladder Reserving Methods for Liabilities with Per Occurrence LimitsKaren H S Adams
- Structured Tools to Help Organize One's Thinking When Performing or Reviewing a Reserve AnalysisGerald S KirschnerJennifer Cheslawski Balester
- A Methodology for Avoiding the Pitfalls of Excess Loss DevelopmentLynne BloomLela Patrik
- Justification for, and Implications of, Regulators Suggesting Particular Reserving TechniquesWilliam J Collins
- Testing the Assumptions of Assumptions TestingKeith Curley
- Runoff Collateral RequirementsJames Ely
- Seeing the Forest with the Stems-and-LeavesKirk G Fleming
- Peaks and Troughs: Reserving Through the Market CycleSusan J ForrayZachary A Ballweg
- Aggregate Loss Reserve Analysis by Accounting DateBertram A Horowitz
- A Mortality-Based Approach to Reserving for Lifetime Workers' Compensation ClaimsBrian A JonesCraig J ScukasKathryn S FrermanMelissa S HoltVicki A Fendley
- Estimating Unpaid Claim Liabilities for Mortgage InsuranceDavid Kaye
- An Enhanced On-Level Approach to Calculating Expected Loss CostsMarc B PearlJeremy Smith
- Reserving in Two Steps: Total IBNR = Pure IBNR + IBNERDaniel David SchlemmerTracey Tarkowski
- Using Life Expectancy to Inform the Estimate of Tail Factors for Workers Compensation LiabilitiesMichael ShaneDawn Morelli
- Applications of Reserve Ranges and Variability in PracticeChristopher P WalkerMark W Littmann
- Effects of Loss Reserve Margins on Calendar Year Results—Balcarek ExpandedRobert J Walling
- Beyond the Cost Model: Understanding Price ElasticitySerhat GuvenMichael McPhail
- Extending the Asset Share Model: Recognizing the Value of Options in P&C Insurance RatesGreg McNulty
- PEBELS: Property Exposure Based Excess Loss SmoothingMarquis J Moehring
- Catastrophe Pricing: Making Sense of the AlternativesIra Robbin
- Loss Cost Components and Industrial StructureFrank Schmid
- Bayesian Trend SelectionFrank Schmid
- Indemnity Benefit Duration and ObesityFrank Schmid
- The Impact of Physician Fee Schedule Introductions in WC: An Event StudyFrank SchmidNathan Lord
- Applications of Convex Optimisation in Premium RatingDimitri Semenovich
- Classifying the Tails of Loss DistributionsLeigh J Halliwell
- Pricing Catastrophe Excess of Loss Reinsurance using Market CurvesDavid Morel
- Understanding Contingent CapitalKailan Shang
- Reinsurance Arrangements Minimizing the Total Required CapitalYingjie Zhang
- Report 5: An Economic Basis for Property-Casualty Insurance Risk-Based Capital MeasuresRobert P Butsic
- A Note on the Upper-Truncated Pareto DistributionDavid R Clark
- Calibration of a Jump DiffusionRasa Varanka McKean
- An Actuarial Model of Excess of Policy Limits LossesNeil M Bodoff
Ely, James. 2013. “Runoff Collateral Requirements.” CAS Forum 2013 (November).