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CAS Forum
Vol. 2008, 2008November 01, 2008 EDT

Risk Margins in Fair Value Reserves

Michael G Wacek,
Loss ReservingStochastic ModelingSolvency IIFair Value Reserves

Articles in Vol. 2008, 2008

Vol. 2008, 2008
  • Stochastic Loss Reserving with the Collective Risk Model
    Glenn G Meyers
  • Combined Analysis of Paid and Incurred Losses
    Bouke PosthumaEric A CatorWim VeerkampE.W. van Zwet
  • Loss Development in Workers Compensation in the Presence of Legislative Reform
    Frank Schmid
  • Corporate Governance and the Loss Reserving Process
    E. Daniel ThomasMarc F OberholtzerTimothy Landick
  • Distribution and Value of Reserves Using Paid and Incurred Triangles
    Gary G Venter
  • Robustifying Reserving
    Gary G VenterDumaria R Tampubolon
  • A Model to Test for and Accommodate Reserving Cycles
    Thomas S Wright
  • Grouping Loss Distributions by Tail Behavior Part I: Discrete Families
    Daniel R Corro
  • Grouping Loss Distributions by Tail Behavior Part II: Continuous Families
    Daniel R Corro
  • Manually Adjustable Link Ratio Model for Reserving
    Emmanuel T BardisAli MajidiDaniel M Murphy
  • Grouping Loss Distributions by Tail Behavior Part III: Ordering Distributions
    Daniel R Corro
  • Modeling the Claims Development Result For Solvency Purposes
    Michael MerzMario V Wüthrich
  • Principles of the Chain-Ladder "Method" Selecting and Updating Claims Development Factors
    Rajesh Sahasrabuddhe
  • Risk Margins in Fair Value Reserves
    Michael G Wacek
  • Meaningful Intervals
    Glen BarnettDavid OdellBenjamin Zehnwirth
  • Modeling with the Multivariate Probabilistic Trend Family
    Glen BarnettBenjamin Zehnwirth
  • Reserving with Incomplete Exposure Information
    David R Clark
  • A Survival Model Approach to Non-Life Run-off Triangle Estimation
    Brian A Fannin
  • Hierarchical Growth Curve Models for Loss Reserving
    James C Guszcza
  • A Stochastic Framework for Incremental Average Reserve Models
    Roger M Hayne
  • Estimating the Ultimate Liability for a Non-Insurance Company's Revised Warranty Product
    Orin M Linden,James B KahnBrian Ko
  • Actuarial I.Q. (Information Quality)
    Keith P AllenRobert Neil CampbellLouise A FrancisDavid D HudsonGary KnobleRudy A PalenikAleksey S PopelyukhinVirginia R Prevosto
  • Capital Allocation by Percentile Layer
    Neil M Bodoff
  • Dirty Data on Both Sides of the Pond
    Robert Neil CampbellLouise A FrancisVirginia R PrevostoMark RothwellSimon Sheaf
  • Data Organization and Analysis in Mortgage Insurance: The Implications of Dynamic Risk Characteristics
    Tanya D HavlicekKyle S Mrotek
  • ROOT: A Data Analysis and Data Mining Tool from CERN
    Ravi KumarArun Tripathi
  • Uncertainty-based Credibility and its Application to Excess-of-loss Reinsurance
    Stephane B BonchePietro Parodi
  • Consideration of Bias in Chain Ladder Estimates
    Rajesh Sahasrabuddhe
  • Staying Ahead of the Analytical Competitive Curve: Intregrating the Broad Range of Applications of Predictive Modeling in a Competitive Market Environment
    Cheng-Sheng Peter WuJun YanMo Masud
CAS Forum
Wacek, Michael G. 2008. “Risk Margins in Fair Value Reserves.” CAS Forum 2008 (November).
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