Articles in Vol. 2012, 2012
Vol. 2012, 2012
- OCI OKTom Herget
- Monitoring Industry Premium, Loss Ratios, and Loss ReservesJohn Captain
- The Canadian Puzzle: Why Have the American and Canadian P/C Insurance Cost Structures Evolved Differently?Marc-André Desrosiers
- An Experience Rating Approach to Insurer Projected Loss RatiosMarc-André Desrosiers
- A Note On Mixed DistributionsRasa Varanka McKean
- Report 3: Solvency II Standard Formula and NAIC Risk-Based Capital (RBC)Allan M Kaufman
- Report 4: A Review of Historical Insurance Company Impairments (1996-2010)Eduardo P MarchenaAllan M KaufmanJi Yao
- Value of Risk ReductionGary G VenterAlice Underwood
- Sustainability of Earnings: A Framework for Quantitative Modeling of Strategy, Risk, and ValueNeil M Bodoff
- A Common Subtle Error: Using Maximum Likelihood Tests to Choose between Different DistributionsGyasi Dapaa
- A GLM-Based Approach to Adjusting for Changes in Case Reserve AdequacyLarry Decker
- Looking Back to See Ahead: A Hindsight Analysis of Actuarial Reserving MethodsSusan J Forray
- Loyalty Rewards and Gift Card Programs: Basic Actuarial Estimation TechniquesTim A GaultLen LlagunoMartin Ménard
- Back-Testing the ODP Bootstrap of the Paid Chain-Ladder Model with Actual Historical Claims DataJessica (Weng Kah) LeongShaun WangHan Chen
- Stochastic GBM Methods for Modeling Market PricesJames P McNichols
- The Leveled Chain Ladder Model for Stochastic Loss ReservingGlenn G Meyers
- A Practical Way to Estimate One-year Reserve RiskIra Robbin
- A Total Credibility Approach to Pool ReservingFrank Schmid
- Effects of Simulation Volume on Risk Metrics for Dynamo DFA ModelWilliam C ScheelGerald S Kirschner
- Two Symmetric Families of Loss Reserving MethodsAndy Staudt
- A Note on Parameter RiskGary G VenterRajesh Sahasrabuddhe
- Closed-Form Distribution of Prediction Uncertainty in Chain Ladder Reserving by Bayesian ApproachJi Yao
- Report 1: Overview of Dependencies and Calibration in the RBC FormulaRobert P ButsicAllan M KaufmanEduardo P MarchenaJames P McNicholsGlenn G MeyersDavid L RuhmJi Yao
- Report 2: 2011 Research -- Short-Term Project Report: A Report of the CAS Underwriting Risk Working PartyEmmanuel T BardisRobert P ButsicBrian A FanninSholom FeldblumJames B KahnAllan M KaufmanDaniel M MurphyG. Chris NyceJennifer Wu
- How Individuals Purchase Insurance: Going Beyond Expected Utility TheoryMarc-André Desrosiers
- Acronyms for ActuariesTom HergetChris KogutAnna Wetterhus
- Social Media Analytics: Data Mining Applied to Insurance Twitter PostsRoosevelt C Mosley
- Beginner's Roadmap to Working with Driving Behavior DataJim WeissJared Smollik
Robbin, Ira. 2012. “A Practical Way to Estimate One-Year Reserve Risk.” CAS Forum 2012 (July).