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The actuary and enterprise risk management: Integrating reserve variability22 August 2016 - By Jeffrey A. Courchene and Mark R. Shapland - Article

This paper develops and examines a framework for reserve distribution testing and validation and demonstrates its use with real datasets within an enterprise risk management framework.

Using the Hayne MLE models: A practitioner's guide22 August 2016 - By Mark R. Shapland and Ping Xiao - Article

This paper reviews the Hayne MLE modeling framework using a standard notation and covers a number of practical data issues and addresses the diagnostic testing of the model assumptions.

Using the ODP bootstrap model: A practitioner’s guide03 June 2016 - By Mark R. Shapland - Article

The fourth volume of the new CAS Monograph series, written by Mark Shapland, is now available.

Kazakhstan: An extended actuarial community14 March 2016 - By Mark R. Shapland - Article

Mark Shapland writes about his experience representing the Casualty Actuarial Society at a conference given by the Actuarial Society of Kazakhstan.

The analysis of all-prior data29 August 2014 - By Mark R. Shapland - Article

Incorporating all-prior data into analysis can improve tail factor estimates.

Bootstrap modeling: Beyond the basics25 August 2010 - By Mark R. Shapland and Jessica Leong - Article
An in-depth look at the bootstrap method's required algorithm modifications.The analysis of risk is universal01 May 2008 - By Mark R. Shapland - Article

Casualty actuaries from Europe and the United States convened last summer at the first of several Limited Attendance Seminars. These seminars focus on the subject of reserve variability and the power of risk modeling the sessions provide actuaries from both

Opinion—Are we fixated on the past or looking to the future?01 May 2007 - By Mark R. Shapland - Article

"Incredible but not required." "Incomplete but never realized." We’ve all heard terms like these used to refer to IBNR liabilities. Now actuaries are using the same kind of unfortunate language to refer to models rather than methods—and distributions as opposed

Loss reserve estimates: a statistical approach for determining reasonableness02 April 2007 - By Mark R. Shapland - Article

This paper was originally published in Variance Advancing the Science of Risk, vol. 1 no. 1, a publication of the Casualty Actuarial Society. While accounting principles and actuarial standards of practice are all well designed, they provide only broad guidance

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