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

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774 MINUTES OF THE 2005 ANNUAL MEETINGPanelist: Gary G. VenterGuy Carpenter & Company, Inc.A final General Session was held from 10:00 a.m. to 11:30 a.m.after a 30-minute refreshment break.Developments in Regulatory Capital Models Around the WorldModerator: Elise C. LiebersInsurance SpecialistFederal Reserve Bank of New YorkPanelists: Lou FeliceAssistant Chief ExaminerNew York Insurance DepartmentMary Frances MonroeManager, Supervisory & Risk Policy-Divisionof Banking Supervision and RegulationFederal Reserve BoardGary WellsPrincipalMilliman Inc.Mr. Braithwaite officially adjourned the 2005 CAS Annualmeeting at 11:45 a.m. after closing remarks and an announcementof future CAS meetings.Attendees of the 2005 CAS Annual MeetingThe 2005 CAS Annual Meeting was attended by 318 Fellows,186 Associates, and 53 guests. The names of the Fellows and Associatesin attendance follow:Martin AdlerRichard R. AndersonSteven D. ArmstrongLawrence J. ArtesCarl XavierAshenbrennerFELLOWSRichard V. AtkinsonCraig Victor AvitabileMaura Curran BakerW. Brian BarnesRose D. BarrettPatrick BeaudoinRobert S. BennettRegina M. BerensDerek Dennis BergetWayne F. BernerEllen A. BerningRaji Bhagavatula
MINUTES OF THE 2005 ANNUAL MEETING 775Brian J. BiggsJennifer L. BiggsCorey J. BilotRebekah Susan BiondoWayne E. BlackburnJonathan Everett BlakeRalph S. BlanchardTapio N. BolesTheresa W. BourdonAmy S. BouskaAlicia E. BowenPaul BraithwaiteYaakov B. BraunerJames L. BresnahanJeremy James BrighamKaren E. BrinsterJohn R. BroadrickSara T. BroadrickMichele L. BrooksElaine K. BrunnerMatthew D. BuchalterMark E. BurgessKevin D. BurnsAnthony RobertBustilloJohn F. ButcherAmber L. ButekChristopher S. CarlsonHsiu-Mei ChangHong ChenYvonne W. Y. ChengAlan M. ChowJason T. ClarkeEric John ClymerMichael A. CocaEugene C. ConnellCameron A. CookCharles F. CookChristopher WilliamCooneyKevin A. CormierPatrick J. CroweJustin B. CruzJonathan Scott CurleeLoren RainardDanielsonStephen P. D’ArcyJeffrey F. DeiglChantal DelislePeter R. DeMallieSean R. DevlinLaura S. DohertyMichael Edward DoyleGrover M. EdieTomer EilamThomas J. EllefsonCharles C. EmmaPaul E. EricksenBruce FatzVicki A. FendleyDale A. FethkeBeth E. FitzgeraldLouise A. FrancisMichael FuscoAlice H. GannonJames J. GebhardWilliam John GerhardtThomas L. GhezziJohn F. GibsonPatrick John GilhoolKristen Marie GillIsabelle GirardBradley J. GleasonSpencer M. GluckJames F. GolzAnnette J. GoodreauChristopher DavidGoodwinDavid B. GordonEric L. GreenhillJeffrey Robert GrimmerVictoria GrossackSerhat GuvenEdward Kofi GyampoNasser HadidiLarry A. HaefnerMarc S. HallRobert C. HallstromBrian D. HaneyJonathan M. HarbusMegan Taylor HarderAllison Michelle HarrisDavid G. HartmanRobin A. HaworthGordon K. HayBrandon L. HeutmakerLaura Esboldt HeyneMark D. HeyneJoseph S. HighbargerAnthony D. HillAlan M. HinesAmy L. HoffmanRuth A. HowaldThomas A. HubertyChristopher WayneHurstRichard M. JaegerJohn F. Janssen
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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 41Then, f
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RISKINESS LEVERAGE MODELS 43This fo
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RISKINESS LEVERAGE MODELS 45This ri
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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 71a maxim
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RISKINESS LEVERAGE MODELS 734. INTE
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RISKINESS LEVERAGE MODELS 75the two
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RISKINESS LEVERAGE MODELS 77that a
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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 183the
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MODELING FINANCIAL SCENARIOS 193Dyn
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MODELING FINANCIAL SCENARIOS 209TAB
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MODELING FINANCIAL SCENARIOS 213FIG
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MODELING FINANCIAL SCENARIOS 215str
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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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A NEW METHOD OF ESTIMATING LOSS RES
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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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DISCUSSION OF PAPER PUBLISHED INVOL
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APPLICATION OF THE OPTION MARKET PA
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APPLICATION OF THE OPTION MARKET PA
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Page 801 and 802: 2005 EXAMINATIONS—SUCCESSFUL CAND
Page 833 and 834: 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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