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480 A NEW METHOD OF ESTIMATING LOSS RESERVESREFERENCES[1] Berquist, J. R., and R. E. Sherman, “Loss Reserve Adequacyand Testing: A Comprehensive, Systematic Approach,”PCAS LXII, 1977, pp. 123—184.[2] Booth, P., R. Chadburn, D. Cooper, S. Haberman, and D.James, Modern Actuarial Theory and Practice, Chapman &Hall/CRC, 1999.[3] Bornhuetter, R. L., and R. E. Ferguson, “The Actuary andIBNR,” PCAS LIX, 1972, pp. 181—195.[4] Bratley,P.,B.L.Fox,andL.E.Schrage,A Guide to Simulation,Springer-Verlag, 1983.[5] Bühlmann, H., E. Straub, and R. Schnieper, “Claims Reservesin Casualty Insurance Based on a ProbabilisticModel,” Mitteilungen der Vereinidung Schweizerischer Versicherungsmathematiker1, 1980, pp. 21—46.[6] David, H. A., Order Statistics, (2nd edition), John Wiley &Sons, 1981.[7] De Alba, E., “Bayesian Estimation of Outstanding ClaimReserves,” North American Actuarial Journal 6:4, 2002, pp.1—20.[8] England, P. D., and R. J. Verrall, “Stochastic Claims Reservingin General Insurance,” Presented to the Institute of Actuaries,January 28, 2002, http://www.actuaries.org.uk/files/pdf/sessional/sm0201.pdf.[9] Feller, W., An Introduction to Probability and Its Application,(2nd edition), John Wiley & Sons, 1971.[10] Fishman, G. S., Monte Carlo: Concepts, Algorithms, andApplications, Springer-Verlag, 1996.[11] Kalos, M. H., and P. A. Whitlock, Monte Carlo MethodsVolume 1: Basics, John Wiley & Sons, 1986.[12] Maurer, W., and B. H. Margolin, “The Multivariate Inclusion-ExclusionFormula and Order Statistics from DependentVariates,” Annals of Statistics 4:6, 1976, pp. 1190—1199.
A NEW METHOD OF ESTIMATING LOSS RESERVES 481[13] Press, W. H., S. A. Teukolsky, W. T. Vetterling, andB. P. Flannery, Numerical Recipes in Fortran 90 The Art ofParallel Scientific Computing, Cambridge University Press,1996.[14] Pyke, R., “Spacings,” Journal of the Royal Statistical Society,Series B (Methodlogical) 27:3, 1965, pp. 395—449.[15] Ross, S., Simulation, (2nd edition), Academic Press, 2002.[16] Salzmann, R. E., Estimated Liabilities for Losses and LossAdjustment Expenses, Prentice Hall, 1984.[17] Taylor, G. C., Claim Reserving in Non-Life Insurance,North-Holland, 1986.[18] Van Eeghen, J., Loss Reserving Methods,(Vol.1intheseriesSurveys of Actuarial Studies), Nationale-Nederlanden N.V.,1981.[19] Wiser, R. F., “Loss Reserves,” Chapter 4 in Foundations ofCasualty Actuarial Science, (2nd edition), Casualty ActuarialSociety, 1996, pp. 146—230.
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VOLUME XCII NUMBERS 176 and 177PROC
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FOREWORDActuarial science originate
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2005 PROCEEDINGSCONTENTS OF VOLUME
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2005 PROCEEDINGSCONTENTS OF VOLUME
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Editorial Committee, Proceedings Ed
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2 AN EXAMINATION OF THE INFLUENCE O
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10 AN EXAMINATION OF THE INFLUENCE
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AN EXAMINATION OF THE INFLUENCE OF
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RISKINESS LEVERAGE MODELSRODNEY KRE
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RISKINESS LEVERAGE MODELS 33There a
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RISKINESS LEVERAGE MODELS 59APPENDI
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DISCUSSION OF A PAPER PRESENTED AT
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RISKINESS LEVERAGE MODELS 63known t
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RISKINESS LEVERAGE MODELS 65to be a
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RISKINESS LEVERAGE MODELS 734. INTE
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RISKINESS LEVERAGE MODELS 79REFEREN
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RISKINESS LEVERAGE MODELS 81EXHIBIT
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RISKINESS LEVERAGE MODELS 83
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WHY LARGER RISKS HAVE SMALLER INSUR
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ADDRESS TO NEW MEMBERS 151ateship a
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ADDRESS TO NEW MEMBERS 153You shoul
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ADDRESS TO NEW MEMBERS 155strength
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MINUTES OF THE 2005 CAS SPRING MEET
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MINUTES OF THE 2005 SPRING MEETING
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Volume XCII, Part 2 No. 177PROCEEDI
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MODELING FINANCIAL SCENARIOS 237[30
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WHEN CAN ACCIDENT YEARS BE REGARDED
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ESTIMATING THE WORKERS COMPENSATION
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THE “MODIFIED BORNHUETTER-FERGUSO
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ADDRESS TO NEW MEMBERS-NOVEMBER 14,
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ADDRESS TO NEW MEMBERS 743Now to an
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PRESIDENTIAL ADDRESS 747use of thes
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REPORT OF THE VICE PRESIDENT-ADMINI
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2005 EXAMINATIONS—SUCCESSFUL CAND
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OBITUARIESROBERT GRANT ESPIECLYDE H
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OBITUARIES 825SIDNEY M. HAMMER1931
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OBITUARIES 827J. GARY LaROSE1947—
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OBITUARIES 829PAUL J. SCHEEL SR.193
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OBITUARIES 831LEO M. STANKUSCirca 1
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INDEX TO VOLUME XCIIPage2005 EXAMIN
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835GRAVES, CLYDE H.INDEX—CONTINUE
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837INDEX—CONTINUEDREPORT OF THE V
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PROCEEDINGS May 15, 16, 17, 18, 2005 - Casualty Actuarial Society

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