THE INTERNATIONAL RESERVES GLUT: IS IT FOR REAL? Giulio Cifarelli* Giovanna Paladino** October 2005 Abstract Monthly data from January 1985 to December 2004 are used to investigate…

Slide 1 Reserve Variability Modeling: Correlation 2007 Casualty Loss Reserve Seminar San Diego, California September 10-11, 2007 Mark R. Shapland, FCAS, ASA, MAAA Consulting…

Bootstrapping Identify some of the forces behind the move to quantify reserve variability. Review current regulatory requirements regarding reserves and how they have been…

Why You Should Care About International Issues Amy S. Bouska Glenn Meyers Mary Frances Miller May 9, 2006 Why You Should Care About International Issues Working across Boundaries…

Reserve Variability â Session II: Who Is Doing What? Mark R. Shapland, FCAS, ASA, MAAA Casualty Actuarial Society Spring Meeting San Juan, Puerto Rico May 7-10, 2006 Overview…

CAS Spring Meeting 2006 Reserve Variability Session 1 Where Are We Today? Rodney Kreps Guy Carpenter A Fundamental Truth In order to be meaningful and useful, any measurement…