'Chain ladder' presentation slideshows

Cycle survival kit II

The Actuarial Profession ? making financial sense of the future. Cycle survival kit II. Working party members Philip Archer-Lock Ian Hilder Stuart Brown Steven Fisher David Simmons Richard Doman Kevin Wenzel (Chairman). Agenda.

662 views • 54 slides

Stochastic Reserving in General Insurance Peter England, PhD EMB

721 views • 53 slides

Stochastic Reserving in General Insurance Peter England, PhD EMB

548 views • 53 slides

Construction Defects

Construction Defects. CLRS September 19, 2000 Minneapolis. Chandu Patel, FCAS Sr. Actuarial Manager KPMG LLP Moderator Ronald Herrig, FCAS Actuary Shand Morahan & Co. Panelist. Paul Kanton Sr. Claims Specialist Markel West / Associated International Insurance Co. Panelist

517 views • 50 slides

Construction Defects

Construction Defects. Seminar on Reinsurance June 2-3, 2003 Philadelphia, PA Chandu C. Patel, FCAS, MAAA. Scope of Presentation. Background Legal Developments Actuarial Issues Emerging Issues. Background. When Housing Demand outpaces Supply.

539 views • 37 slides

Construction Defects

Construction Defects. Seminar on Reinsurance June 2-3, 2003 Philadelphia, PA Chandu C. Patel, FCAS, MAAA. Scope of Presentation. Background Legal Developments Actuarial Issues Emerging Issues. Background. When Housing Demand outpaces Supply.

379 views • 37 slides

Best Estimates for Reserves

449 views • 36 slides

Loss reserving with GLMs: a case study

318 views • 31 slides

Reducing Reserve Variance

Reducing Reserve Variance. One Madison Avenue New York. Issues. One aspect of testing reserve models is goodness of fit compared to other models But add penalty for number of parameters Can base on variance Parameter and process variance Or information criteria Done with MLE estimates

267 views • 26 slides

Reserve Risk Within ERM

Reserve Risk Within ERM. Presented by Roger M. Hayne, FCAS, MAAA CLRS, San Diego, CA September 10-11, 2007. Why is There Reserve Risk?. First an observation:

383 views • 25 slides