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2008 Winter CAS E-Forum

Welcome to the new CAS E-Forum. The E-Forum replaces the traditional printed Forum as the means to disseminate non-refereed research papers to the actuarial community. The CAS will no longer distribute the Forum in hard copy format. The CAS is not responsible for statements or opinions expressed in the papers in the E-Forum. These papers have not been peer reviewed by any CAS Committee.

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Data Management Call Papers

Dirty Data on Both Sides of the Pond
Findings of the GIRO Data Quality Working Party—Robert Campbell, FCAS, FCIA, Louise Francis, FCAS, MAAA, Virginia Prevosto, FCAS, MAAA, Mark Rothwell, FIA, Simon Sheaf, FIA
Triangle data for Dirty Data paper

Data Organization and Analysis in Mortgage Insurance: The Implications of Dynamic Risk Characteristics
Tanya Havlicek, and Kyle Mrotek, FCAS, MAAA

ROOT: A Data Analysis and Data Mining Tool from CERN
Ravi Kumar, ACAS, MAAA, and Arun Tripathi, Ph.D.

Staying Ahead of the Analytical Competitive Curve: Intregrating the Broad Range of Applications of Predictive Modeling in a Competitive Market Environment
Jun Yan, Ph.D., Mo Masud, and Cheng-sheng Peter Wu, FCAS, ASA, MAAA

Research Working Party Report

Actuarial I.Q. (Information Quality)
A Report of the CAS Data Management Educational Materials Working Party
Box Plot and Histogram for Actuarial IQ

Additional Papers

Capital Allocation by Percentile Layer
Neil M. Bodoff, FCAS, MAAA

Uncertainty-based Credibility and its Application to Excess-of-loss Reinsurance
Pietro Parodi, PhD, and Stephane Bonche, IA

Consideration of Bias in Chain Ladder Estimates
Rajesh Sahasrabuddhe, FCAS, MAAA

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