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Glen Barnett

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"Best Estimates for Reserves"

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Best Estimates for Reserves

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Chain Ladder Link Ratios

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Road Map for Probabalistic Reserve Models

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Correlations and Linearity

Loss Reserve Upgrades

Reserve Increases

Next reserve increase...

Outward Reinsurance

Sarbanes Oxley

2006 CAS Syllabus of Examinations

CAS Review Feb 2004

Best Estimates for Reserves

Letter to Actuarial Standards Board

Road Map - Probabilistic Reserve Models

Actuarial Methodologies

Why link ratio methods fail

Correlated Lognormals

Age to Age Factors

Claims Reserving

Accident years/Development years

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Solvency II - you need ICRFS-Plus

Claims Reserving - thoughts & meth.

Claims Reserving - supplement

Next reserve increase...

Why Link Ratio methods fail

Claims Reserving

Lack of Predictive Power

Pricing and Reserving

Investment Returns

HIH

HIH Comission Falls Short

HIH Myths Debunked

HIH Monitoring Flaws

FAI a Red Herring

HIH Collapse

Royal Comission Submission

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Bootstrapping and the Mack method

Important properties of average link ratio methods

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