PROCEEDINGS May 15, 16, 17, 18, 2005 - Casualty Actuarial Society

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484 A NEW METHOD OF ESTIMATING LOSS RESERVESLDF (1)j,NTABLE A3for the Truncated Exponential Distributionwith Parameter ¸Development Year jN 0 1 2 3 4 5 6 7 8 9¸ =1:0 1.00001 1.3261 1.00002 1.6130 1.1209 1.00003 1.8811 1.2514 1.0634 1.00004 2.1304 1.3823 1.1424 1.0396 1.00005 2.3776 1.5139 1.2264 1.0931 1.0273 1.00006 2.6049 1.6376 1.3101 1.1513 1.0655 1.0197 1.00007 2.8284 1.7576 1.3920 1.2117 1.1093 1.0487 1.0150 1.00008 3.0482 1.8786 1.4756 1.2737 1.1562 1.0834 1.0381 1.0119 1.00009 3.2585 1.9959 1.5570 1.3349 1.2036 1.1200 1.0654 1.0303 1.0095 1.0000¸ =5:0 1.00001 1.2041 1.00002 1.3468 1.0672 1.00003 1.4597 1.1323 1.0331 1.00004 1.5554 1.1912 1.0716 1.0200 1.00005 1.6469 1.2461 1.1103 1.0456 1.0133 1.00006 1.7291 1.2954 1.1467 1.0725 1.0315 1.0094 1.00007 1.7950 1.3388 1.1802 1.0989 1.0515 1.0231 1.0070 1.00008 1.8582 1.3814 1.2124 1.1244 1.0717 1.0385 1.0176 1.0054 1.00009 1.9291 1.4239 1.2447 1.1508 1.0932 1.0555 1.0304 1.0141 1.0044 1.0000¸ = 10:0 1.00001 1.1094 1.00002 1.1747 1.0346 1.00003 1.2211 1.0656 1.0169 1.00004 1.2589 1.0923 1.0357 1.0100 1.00005 1.2895 1.1155 1.0536 1.0226 1.0066 1.00006 1.3190 1.1360 1.0702 1.0355 1.0157 1.0047 1.00007 1.3454 1.1551 1.0861 1.0486 1.0258 1.0117 1.0036 1.00008 1.3649 1.1711 1.0997 1.0603 1.0355 1.0193 1.0089 1.0028 1.00009 1.3904 1.1879 1.1136 1.0722 1.0456 1.0275 1.0152 1.0071 1.0022 1.0000
A NEW METHOD OF ESTIMATING LOSS RESERVES 485LDF (2)j,NTABLE A4for the Truncated Exponential Distributionwith Parameter ¸Development Year jN 0 1 2 3 4 5 6 7 8 9¸ =1:0 1.00001 1.3791 1.00002 1.7023 1.1300 1.00003 2.0004 1.2710 1.0662 1.00004 2.2764 1.4115 1.1494 1.0408 1.00005 2.5492 1.5530 1.2382 1.0964 1.0279 1.00006 2.7976 1.6850 1.3263 1.1571 1.0673 1.0200 1.00007 3.0423 1.8129 1.4124 1.2199 1.1124 1.0498 1.0152 1.00008 3.2778 1.9405 1.5000 1.2843 1.1609 1.0853 1.0387 1.0120 1.00009 3.5078 2.0654 1.5854 1.3480 1.2099 1.1229 1.0666 1.0307 1.0096 1.0000¸ =5:0 1.00001 1.2424 1.00002 1.4106 1.0717 1.00003 1.5424 1.1419 1.0343 1.00004 1.6542 1.2056 1.0744 1.0205 1.00005 1.7630 1.2651 1.1150 1.0468 1.0135 1.00006 1.8570 1.3179 1.1531 1.0745 1.0320 1.0095 1.00007 1.9343 1.3650 1.1882 1.1018 1.0525 1.0234 1.0071 1.00008 2.0093 1.4113 1.2220 1.1282 1.0732 1.0390 1.0177 1.0054 1.00009 2.0895 1.4569 1.2559 1.1555 1.0953 1.0564 1.0307 1.0142 1.0044 1.0000¸ = 10:0 1.00001 1.1246 1.00002 1.1978 1.0360 1.00003 1.2486 1.0682 1.0172 1.00004 1.2896 1.0959 1.0364 1.0101 1.00005 1.3235 1.1199 1.0547 1.0229 1.0067 1.00006 1.3546 1.1409 1.0716 1.0360 1.0158 1.0048 1.00007 1.3847 1.1608 1.0879 1.0493 1.0260 1.0118 1.0036 1.00008 1.4054 1.1773 1.1018 1.0612 1.0359 1.0194 1.0090 1.0028 1.00009 1.4342 1.1947 1.1160 1.0733 1.0460 1.0277 1.0153 1.0071 1.0022 1.0000
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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 35where f
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RISKINESS LEVERAGE MODELS 37where a
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RISKINESS LEVERAGE MODELS 39Various
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RISKINESS LEVERAGE MODELS 47differe
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RISKINESS LEVERAGE MODELS 49The las
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RISKINESS LEVERAGE MODELS 51ple. Th
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RISKINESS LEVERAGE MODELS 53the TVA
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RISKINESS LEVERAGE MODELS 55We also
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RISKINESS LEVERAGE MODELS 57Mean Va
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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 67implies
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RISKINESS LEVERAGE MODELS 69bad res
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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 179Bab
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MODELING FINANCIAL SCENARIOS 181tur
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MODELING FINANCIAL SCENARIOS 183the
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MODELING FINANCIAL SCENARIOS 193Dyn
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MODELING FINANCIAL SCENARIOS 203ide
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MODELING FINANCIAL SCENARIOS 207mod
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MODELING FINANCIAL SCENARIOS 209TAB
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MODELING FINANCIAL SCENARIOS 213FIG
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MODELING FINANCIAL SCENARIOS 223are
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MODELING FINANCIAL SCENARIOS 233ete
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MODELING FINANCIAL SCENARIOS 235[10
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MODELING FINANCIAL SCENARIOS 237[30
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WHEN CAN ACCIDENT YEARS BE REGARDED
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THE APPLICATION OF FUNDAMENTAL VALU
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Page 443 and 444: THE APPLICATION OF FUNDAMENTAL VALU
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ARCHITECTURE FOR RESIDENTIAL PROPER
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ESTIMATING THE WORKERS COMPENSATION
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INCORPORATION OF FIXED EXPENSESGEOF
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INCORPORATION OF FIXED EXPENSES 681
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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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PRESIDENTIAL ADDRESS 753me keep my
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MINUTES OF THE 2005 CAS ANNUAL MEET
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REPORT OF THE VICE PRESIDENT—ADMI
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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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