Description: This review summarizes the key features of a stochastic model that works with non-life insurance claim incurral, accrual and reporting. More specifically it provides an overview of the claim model components, classical parameter estimators, test statistics, and forecast point estimates and error variances. From Actuarial Research Clearing House 1991, VOL. 1.

Description: Provides a how-to session on modeling assets and liabilities in the Valuation Actuary's work to comply with the Standard Valuation Law. Comparisons of the methods discussed are occasionally made with the requirements of New York Regulation 126. Session 12 of the 1991 Valuation Actuary Symposium.

Description: 1994 SOA Spring Meeting, Orlando. In this session the panel consider the question of uncertainty in loss reserves including discussion of sources and measurement. The panelists analyzed the same data set from different perspectives and discussed the strengths and weaknesses of the approaches.