64: Model Risk in Reserving and Catastrophe Modeling
Actuarial Specialties:
(N)
Reserving models are coming under increasing scrutiny by stakeholders. In this session, presenters share a methodology for incorporating oft-neglected model uncertainty into reserve variability estimates using a case study. A method for dealing with missing data and partial triangles is also presented. The problem of variable exposure periods is also addressed.
Moderator:
Yuriy Krvavych
9:30 a.m. - 11:00 a.m.