Winter 2003, Data Management, Quality, and Technology Call Papers and Ratemaking Discussion Papers
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Table of Contents Download Entire Volume
Data Management Call Papers
Applying Data Mining Techniques in Property/Casualty Insurance by Lijia Guo, Ph.D., ASA
Martian Chronicles: Is MARS Better than Neural Networks? by Louise A. Francis, FCAS, MAAA
Rainy Day: Actuarial Software and Disaster Recovery by Aleksey S. Popelyukhin, Ph.D
Modeling Hidden Exposures in Claim Severity via the EM Algorithm by Grzegorz A. Rempala and Richard A. Derrig
Where is My Market? How to Use Data to Find and Validate New Commercial Lines Market Niches by Lisa Sayegh, MBA, ARM
Does Credit Score Really Explain Insurance Losses? Multivariate Analysis from a Data Mining Point of View by Cheng-Sheng Peter Wu, FCAS, MAAA, and James C. Guszcza, ACAS
Ratemaking Discussion Papers
Credit & Surety Pricing and the Effects of Financial Market Convergence by Athula Alwis, ACAS, and Christopher M. Steinbach, FCAS, MAAA
Dynamic Pricing Analysis by Charles H. Boucek, FCAS, MAAA, and Thomas P. Conway, ACAS, MAAA
Statistical Learning Algorithms Applied to Automobile Insurance Ratemaking by Charles Dugas, Yoshua Bengio, Nicolas Chapados, Pascal Vincent, and Christian Foumier, FCAS, FCIA
Credibility Modeling via Spline Nonparametric Regression by Ashis Gangopadhyay and Wu-Chyuan Gau
Classification Ratemaking Using Decision Trees by Nasser Hadidi, Ph.D., FCAS, MAAA
Quantifying the Impact of Non-Modeled Catastrophes on Homeowners Experience by Israel Krakowski, FCAS, MAAA
- Errata for 2003 Winter Forum This errata contains several corrections. The original paper above has not been updated.
A Unifying Approach to Pricing Insurance and Financial Risk by Andreas Kull
Capital Consumption: An Alternative Methodology for Pricing Reinsurance by Donald F. Mango, FCAS, MAAA
Estimating the Cost of Commercial Airlines Catastrophes- A Stochastic Simulation Approach by Romel Salam, FCAS, MAAA
Additional Papers
Paid Loss Development of Fixed Size Claims by Daniel R. Corro
Financial Pricing Models for Property-Casualty Insurance Products: Modeling the Equity Flows by Sholom Feldblum, FCAS, FSA, MAAA, and Neeza Thandi, FCAS, MAAA
Financial Pricing Models for Property-Casualty Insurance Products." The Target Return on Capital by Sholom Feldblum, FCAS, FSA, MAAA, and Neeza Thandi, FCAS, MAAA
Credibility Theory for Dummies by Gary G. Venter, FCAS, MAAA
Effects of Parameters of Tranformed Beta Distributions Effects of Parameters of Tranformed Beta Distributions (color pdf) by Gary G. Venter, FCAS, MAAA
MLE for Claims with Several Retentions by Gary G. Venter, FCAS, MAAA
Testing Stochastic lnterest Rate Generators for lnsurer Risk and Capital Models Testing Stochastic lnterest Rate Generators for lnsurer Risk and Capital Models (color pdf) by Gary G. Venter, FCAS, MAAA
Copyright � 2003 Casualty Actuarial Society. All Rights Reserved.
