Winter 2004, Including the 2004 Ratemaking Discussion Papers and A Report on the Risk Premium Project
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Table of Contents Download Entire Volume
Ratemaking Discussion Papers
Equity Risk Premium: Expectations Great and Small by Richard A. Derrig and Elisha D. Orr
Gradients of Risk Measures: Theory and Application to Catastrophe Risk Management and Reinsurance Pricing by John A. Major, ASA, MAAA
Integrating Actuarial and Underwriting Disciplines to Improve Underwriting Outcomes by G. Chris Nyce, FCAS, MAAA
The Cost of Conditional Risk Financing by Frederic F. Schnapp, ACAS, MAAA
Arbitrage Free Risk Loads For Brokers by Christopher M. Steinbach, FCAS, MAAA
Credible Risk Classification-How To Create Risk Classification Systems With the Maximum Price DifferentiationWhile Addressing Concerns of Credibility (Word document) by Benjamin Joel Turner, MBA, JD
Incorporation of Fixed Expenses by Geoffrey Todd Werner, FCAS, MAAA
A View Inside the "Black Box:" A Review and Analysis of Personal Lines Insurance Credit Scoring ModelsFiled in the State of Virginia by Cheng-sheng Peter Wu, FCAS, ASA, MAAA, and John R. Lucker, CISA
Additional Papers
Valuing Stochastic Cash Flows: A Thought Experiment by Leigh J. Halliwell, FCAS, MAAA
A Cash Flow Model for Forecasting Underwriting Investment Income by Louis B. Spore, ACAS, MAAA
Report of The Risk Premium Project (In Response to the CAS Committee on Theory of Risk's Request for Research on Valuing Property-Liability Risks)
Final Report of the CAS Research Project on Full Information Equity Betas for Property-Liability InsuranceIncluding By-Line Estimates The Risk Premium Project
Estimating the Cost of Equity Capital For Property-Liability Insurers by J. David Cummins and Richard D. Phillips
Copyright � 2004 Casualty Actuarial Society. All Rights Reserved.
