Vol. 2013, 2013November 01, 2013 EDT
Using Life Expectancy to Inform the Estimate of Tail Factors for Workers Compensation Liabilities
Using Life Expectancy to Inform the Estimate of Tail Factors for Workers Compensation Liabilities
Michael Shane, Dawn Morelli,
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
Shane, Michael, and Dawn Morelli. 2013. “Using Life Expectancy to Inform the Estimate of Tail Factors for Workers Compensation Liabilities.” CAS Forum 2013 (November).