CAS Forum - 2001 Winter Forum

Abstract

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

Data Management/Data Quality.Data Technology Call Papers

    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

Additional Papers

    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.

Year
2001
Description
Ratemaking Discussion Papers and Data Management/Data Quality/Data Technology Call Papers
Publications
Casualty Actuarial Society E-Forum