| General Overview
Number of pages: Approximately
700
(Volumes 1 and 2)
Volume 1: Estimation of Policy Liabilities and Insurance Company Valuation. Covers Sections A and B of the CAS Exam 7 Syllabus. Available 12/21/10.
Volume 2:
Enterprise Risk Management. Covers Section C of the CAS Exam 7 Syllabus.
Available no later (and most likely sooner) than 1/24/2011.
Changes And New Additions for the 2011 Syllabus Readings
Syllabus Section A: Estimation of Policy Liabilities
A From Disability Income to Mega-Risks: PEBLE
Loss Development using Credibility
LDF Curve Fitting & Stochastic Reserving
Stochastic Claims Reserving in General Insurance
Measuring Variability of Chain Ladder Reserve Est
Credible Claims Reserve
Reins, Foundations of Casualty Actuarial Science
A Model for Reserving WC High Deductibles
Estimating Premium Asset on Retro Rated Policies
Testing the Assumption of Age-to-Age Factors
Reserves Which Incorporate Expert Opinion
Syllabus Section B: Insurance Company Valuation
P & C Insurance Company Valuation
Syllabus Section C: Enterprise Risk Management
C. Actuarial Aspects of Models for Solvency II…
Chapter 1 -Introduction
Chapter 4 - Extreme Events
Chapter 9 - Economic Capital
Chapter 14 - Risks Overview
Chapter 15 - Underwriting Risk
Chapter 16 - Insurance-Catastrophe Models
Chapter 17 - Insurance-Reserving Variability
Chapter 18 - Ins.-Future Business/Future Profits
Chapter 19 - Risks not in standard formula SCR
Chapter 20 - Insurance Pricing Cycles
Chapter 21 - Market Risk
Chapter 22 - Credit Risk-Counter Pty/Credit Risk
Chapter 23 - Cash Flow Modeling & Liquidity
Chapter 24 - Model Structure Overview
Chapter 25 - Use of Stochastic Modeling
Chapter 26 - Granularity and Segmentation
Chapter 27 - Modeling Dynamic Management Actions
Chapter 28 - Prob. Distribution of Economic Capital
A Global framework for Ins Solvency Assessment…
Chapter 1 -Introduction
Chapter 2 - Executive Summary
Chapter 5 - Insurer Risks
Chapter 7 - Advanced Solvency Assessment
Chapter 8 - Reinsurance
Chapter 9 - Total Company Requirement
Appendix B - Non-Life (P&C) Ins Case Structure
Appendix D - Market Risk
Appendix E- Credit Risk
Appendix H - Analytic Methods
Appendix I - Copulas
Extreme Value Theory as a Risk Management Tool…
ERM for Strategic Management-Status Report
Dependency Modeling
Tails of Copulas
Operational Risk…
Quantitative Risk Management
Advances in Modeling of Financial Series
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