Vol. 1997, 1997July 01, 1997 EDT
How Much is Enough? An Empirical Testing of the Relationship Between the Variability of Reserve Estimates and the Volume of Data
How Much is Enough? An Empirical Testing of the Relationship Between the Variability of Reserve Estimates and the Volume of Data
Mark W Littmann,
Articles in Vol. 1997, 1997
Vol. 1997, 1997
- How Much is Enough? An Empirical Testing of the Relationship Between the Variability of Reserve Estimates and the Volume of DataMark W Littmann
- Reserving for Excess Layers: A Guide to Practical Reserving ApplicationsBarton W HedgesEdward D Dew
- The Scorecard SystemMark J Mahon
- Performance Testing Aggregate and Structural Reserving Methods: A Simulation ApproachJohn W Rollins
- A Comparative Study of the Performance of Loss Reserving Methods Through SimulationPrakash NarayanThomas V Warthen
- Downward Bias of Using High-Low Averages for Loss Development FactorsCheng-Sheng Peter Wu
- Conjoint Prediction of Paid and Incurred LossesLeigh J Halliwell
- Loss Reserve Testing: Beyond Popular MethodsGiuseppe RussoOakley E Von SlykeRobert A Weber
- Building a Public Access PC-Based DFA ModelStephen P D'ArcyJoseph A HerbersThomas E HettingerSteven G LehmannMichael J MillerRichard W Gorvett
- Specifying the Functional Parameters of a Corporate Financial Model for Dynamic Financial AnalysisGerald S KirschnerWilliam C Scheel
- Dynamic Financial Analysis of a Workers' Compensation InsurerDavid AppelMark W MulvaneySusan E Witcraft
- Managing the Tax Liability of a Property-Liability Insurance CompanyRichard A DerrigKrzysztof M Ostaszewski
- Modeling the Evolution of Interest Rates: The Key to DFA Asset ModelsGary G Venter
- The Effect of Residual Market Depopulation on Loss RatioChristopher J Poteet
- Independent Claim Report Lags and Bias in Forecast Using Age to Age Factor MethodologyStewart H Gleason
- A Simulation Approach in Excess Reinsurance PricingDmitry E Papush
- Levels of Determinism in Workers' Compensation Reinsurance CommutationsGary Blumsohn
- Capital and Risk and Their Relationship to Reinsurance ProgrammesSteward M CouttsTimothy R H Thomas
- Comparing Reinsurance Programs- A Practical Actuary's SystemRobert A DainoCharles A Thayer
- Pricing Extra-Contractual Obligations and Excess of Policy Limits Exposures in Clash Reinsurance TreatiesPaul BraithwaiteBryan C Ware
- Evaluating Variations in Contract Terms for Casualty Clash Reinsurance TreatiesEmily CaneloBryan C Ware
- Loss Development and Annual Aggregate DeductibleVincent P Connor
- An Integrated Pricing and Reserving Process for ReinsurersLeonard R GoldbergJoseph LaBella
- Reinsurance Contracts with a Multi-Year Aggregate LimitRegina M Berens
- Modeling Mortgage Insurance Claims Experience: A Case StudyGreg C Taylor
- The Parameter Variance Adjustment in Lognormal Linear Models for Loss Reserves: Bayesian vs. Frequentist AnalysisFrederick L Klinker
- An Introduction to CredibilityCurtis Gary Dean
- An Introduction to Basic CredibilityHoward C Mahler
- Errata and Additional Materials Related to "Accounting for Risk Margins"Stephen W Philbrick
- Loss Estimates Using S-Curves: Environmental and Mass Tort LiabilitiesBruce E Ollodart
- Guidance Regarding Management Data and InformationCAS Committee on Management Data and Information
- White Paper on Data QualityCAS Committee on Management Data and Information
- 1996 Geo-coding SurveyCAS Committee on Management Data and Information
- Compilation of Variables Necessary for Performing Dynamic Financial Analysis of Insurance CompaniesJames R Garven
- Reflecting Reinsurance Costs in Rate Indications for Homeowners InsuranceMark J Homan
- Pricing the Earthquake Exposure Using ModelingJoseph W PittsDebra L Werland
- Implementation of PH-Transforms in RatemakingShaun Wang
Littmann, Mark W. 1997. “How Much Is Enough? An Empirical Testing of the Relationship Between the Variability of Reserve Estimates and the Volume of Data.” CAS Forum 1997 (July).