Winter 2002, Including the Ratemaking Call Papers
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Table of Contents Download Entire Volume
Ratemaking Call Papers
Pricing Aggregate and Credit Risk for Risk Sharing Entities by John D. Deacon, FCAS
Managing Commercial Lines Pricing Levels in a Loss Cost Environment by Lisa A. Hays, FCAS, MAAA
Mining Insurance Data to Promote Traffic Safety and Better Match Rates to Risk by Gregory L. Hayward, FCAS, MAAA, FCIA, CPCU
Dependence Models and the Portfolio Effect by Donald F. Mango, FCAS, MAAA and James C. Sandor, ACAS, MAAA · Excel spreadsheet with supporting information · S-Plus Script file
Reinventing Risk Classification--A Set Theory Approach by Romel G. Salam, FCAS, MAAA
On the Practical Multiline Excess of Loss Pricing by Jean-Francois Walhin
Committee Report
Final Report of the Advisory Committee on Enterprise Risk Management by the CAS Advisory Committee on Enterprise Risk Management
Survey on Management Data and Information Report by the CAS Committee on Management Data and Information
Additional Papers
A Characterization of Life Expectancy with Applications to Loss Models by Daniel R. Corro
Can Long Tailed Lines of Business Really Afford Higher Loss Ratios? by Jonathan P. Evans, FCAS, MAAA
Misapplications of Internal Rate of Return Models in Property/ Liability Insurance Ratemaking by Trent R. Vaughn, FCAS, MAAA
Copyright � 2002 Casualty Actuarial Society. All Rights Reserved.
