2009 Winter CAS E-Forum
The E-Forum replaces the traditional printed Forum as the means to disseminate non-refereed research papers to the actuarial community. The CAS will no longer distribute the Forum in hard copy format. The CAS is not responsible for statements or opinions expressed in the papers in the E-Forum. These papers have not been peer reviewed by any CAS Committee.
These files are in Portable Document Format (PDF), you will need to download the Acrobat Reader to view the articles.
Table of Contents
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2009 Ratemaking Call Papers
Measuring Rate Change Neil M. Bodoff, FCAS, MAAA
Incorporating a Primary Insurer�s Risk Load into the Property Rate Kevin Burke
Revenue Management & Insurance Cycle J-B Crozet, FIA, CFA
Class Ratemaking for Workers Compensation: NCCI�s New Methodology Tom Daley, ACAS, MAAA
More Flexible GLMs: Zero-Inflated Models and Hybrid Models Mathew Flynn, Ph.D., and Louise A. Francis, FCAS, MAAA
Profit Margins Using Co-Measures of Risk Mark J. Homan, FCAS, MAAA, CPCU including component margin examples
Comparison of Minimum Bias and Maximum Likelihood Methods for Claim Severity Noriszura Ismail, Ph.D. and Abdul Aziz Jemain, Ph.D
Disparate Impact and Unfairly Discriminatory Insurance Rates Michael J. Miller
Monitoring Renewal Rate Change on Cat-Exposed Excess Property Business Ira Robbin, Ph.D
Statistical Trend Estimation with Application to Workers Compensation Ratemaking Frank Schmid
Cost of Capital Estimation with Application to Workers Compensation Ratemaking Frank Schmid and Martin Wolf
Applications of the Offset in Property-Casualty Predictive Modeling Jun Yan, Ph.D., James Guszcza, FCAS, MAAA, Ph.D., Matthew Flynn, Ph.D., and Cheng-Sheng Peter Wu, FCAS, ASA, MAAA
Additional Papers
ERM and Actuaries David Ingram
Large Scale Analysis of Persistency and Renewal Discounts for Property and Casualty Insurance Cheng-Sheng Peter Wu, FCAS, ASA, MAAA, and Hua Lin, FCAS, MAAA, Ph.D
Copyright � 2009 Casualty Actuarial Society. All Rights Reserved.
