2001 Winter Forum, Ratemaking Discussion Papers and Data Management/Data Quality/Data Technology Call Papers
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Ratemaking Discussion Papers
- Ratemaking for Maximum Profitability by Lee M. Bowron, ACAS, MAAA and Donald E. Manis, FCAS, MAAA
Considerations in Estimating Loss Cost Trends by Kurt S. Dickmann, FCAS, MAAA and James R. Merz, FCAS, MAAA
Ratemaking for Excess Workers Compensation by Owen M. Gleeson, FCAS, MAAA
Surplus Allocation for the Internal Rate of Return Model: Resolving the Unresolved Issue by Daniel F. Gogol, PH.D., ACAS
Fitting to Loss Distributions with Emphasis on Rating Variables by Farrokh Guiahi, Ph.D., FCAS, ASA
Approximations of the Aggregate Loss Distribution by Dmitry E. Papush, Ph.D., FCAS Gary S. Patrik, FCAS and Felix Podgaits
Extended Warranty Ratemaking by L. Nicholas Weltmann, Jr., FCAS, MAAA and David Muhonen
- A Macro Validation Dataset for U.S. Hurricane Models by Douglas J. Collins, FCAS, MAAA and Stephen P. Lowe, FCAS, MAAA
Neural Networks Demystified by Louise Francis, FCAS, MAAA
Actuarial Applications of Multifractal Modeling Part I: Introduction and Spatial Applications by John A. Major, ASA, MAAA and Yakov Lantsman, Ph.D.
Part II: Time Series Applications by Yakov Lantsman, Ph.D. and John A. Major, ASA, MAAA
Let Me See: Visualizing Actuarial Information by Aleksey S. Popelyukhin, Ph.D.
Committee Reports
- Materiality and ASOP No. 36: Considerations for the Practicing Actuary by the CAS Committee on Valuation, Finance, and Investments
White Paper on Fair Valuing Property/Casualty Insurance Liabilities by the CAS Task Force on Fair Value Liabilities
- Determining the Change in Mean Duration Due to a Shift in the Hazard Rate Function by Daniel R. Corro
Modeling Multi-Dimensional Survival with Hazard Vector Fields by Daniel R. Corro
Surplus Allocation: A DFA application by Kevin J. Olsen, FCAS, ASA, MAAA, CFA
Copyright � 2001 Casualty Actuarial Society. All Rights Reserved.