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1. 1979 Automobile Accident Reports: Do Driver Characteristics Support Rate Discrimination?
   Classifications/LOB-Auto Physical Damage...
2. 1999 Table of Insurance Charges; The
   This paper describes the development of the 1999 Workers Compensation Table of Insurance Charges (Table M), filed in NCCI states to be effective November 1, 1998...
3. A Bayesian Approach to Understanding Time Series Data
   This paper explores the use of Bayesian models to analyze time series data...
4. A Bootstrap approach to price uncertainty of weather derivatives
   This paper investigates price uncertainties in weather derivatives contracts through a bootstrap approach...
5. A Comparison of Actuarial Financial Scenario Generators
   Significant work on the modeling of asset returns and other economic and financial processes is occurring within the actuarial profession, in support of risk-based capital analysis, dynamic financial analysis, pricing embedded options, solvency testing, and other financial applications...
6. A Comparison of HMO Efficiencies as a Function of Provider Autonomy
   Current debates in the insurance and public policy literatures over health care financing and cost control measures continue to focus on managed care and HMOs...
7. A Comparison of Stochastic Models that Reproduce Chain Ladder Reserve Estimates
   It is shown that the (over-dispersed) Poisson model is not the same as the distribution-free chain ladder model of Mack (1993) although both reproduce the historical chain ladder estimator for the claims reserve...
8. A Credibility Model with Random Fluctuations In Delay Probabilities for the Prediction of IBNR Claims
   We consider a general credibility model for the prediction of IBNR-claims which allows for random fluctuations m the underlying delay distribution...
9. A Data-Analytic Method for Forecasting Next Record Catastrophe Loss
   We develop in this article a data-analytic method to forecast the severity of next record insured loss to property caused by natural catastrophic events...
10. A Database in 3-D
    Three-dimensional geometry and calculus are useful conceptual and analytical tools for working with valuations of insurance statistics...
11. A Family of term-structure models with stochastic volatility for use in dynamic financial analysis
    In this paper we extend the class of multifactor term-structure models proposed by Cairns (2004) to incorporate a more explicit form of stochastic volatility...
12. A Feasibility Study of the Optimal Asset Mix for Japense Life Insurer's General Account
    Japanese life insurers are often requested by their corporate pension customers to disclose their baseline portfolios for general accounts...
13. A Frequency Based Model for Excess Wind in Property Ratemaking
    In some geographic areas the most significant cause of variation in total dollar losses are fortuitous, non-hurricane storms...
14. A Gaussian Process of Yield Rates Calibrated with Strips
    This paper presents a Gaussian multivariate factor model of the term structure of interest rates...
15. A Generalization of the Kalman Model Based on Gauss-Markov Theory
    The Kalman filter is generalized to cover state-space models in which the variance of the observation error depends on the state vector...
16. A Method for Projecting Individual Large Claims
    Motivation: The paper will address the issue of estimating the uncertainty in the run off of individual large claims in insurance portfolios, which is often the primary source of uncertainty in the reserving risk component of insurance risk...
17. A Modern Architecture for Residential Property Insurance Ratemaking
    This paper argues that obsolete rating architecture is a cause of decades of documented poor financial performance of residential property insurance products...
18. A Multivariate Bayesian Claim Count Development Model With Closed Form Posterior and Prdictive Distributions
    We present a rich, yet tractable, multivariate Bayesian model of claim count development...
19. A Multivariate Model for Predicting the Efficiency of Financial Performance for Property and Liability Egyptian Insurance Companies
    This paper uses the financial data of some property-liability insurance companies in Egypt to develop a multivariate model that reflects the efficiency of financial performance...
20. A Nelson-Aalen Estimate of the Incidence Rates of Early-Onset Alzheimer's Disease Associated with the Presenilin-1 Gene
    We analyse, in a probabilistic setting, Newcombe's (1981) life table method of estimating rates of onset of high-penetrance single-gene disorders, and extend this to a counting process model for individual life histories, including movement between risk groups arising from genetic testing and onset in relatives...
21. A New Class of Bayesian Estimators in Paretian Excess-of-Loss Reinsurance
    For estimating the shape parameter of Paretian excess claims, certain Bayesian estimators, which are closely related to the Hill estimator, have been suggested in the insurance literature...
22. A New Graphic Method of Using the Normal Probability Curve
    If the logarithms of the ordinates of the normal probability curve are platted to the natural values of x, the ends of the familiar curve droop down to infinity and the curve becomes a parabola, as is seen by writing the equation of the normal probability curve (formula) and taking logarithms of both sides (formula) or (formula) and putting (formula) a parabola with its vertex at (formula)...
23. A New Method for Evaluating and Managing the Complex Risks Embedded in a Life Insurer's Balance Sheet
    We propose a new framework for evaluating and analyzing the complex risks embedded in a life insurance company’s balance sheet, both on the asset and liability side...
24. A Nonlinear Regression Model of Incurred But Not Reported Losses
    The process of loss development has been studied by casualty actuaries for many years...
25. A Nonlinear Regression Model of Incurred But Not Reported Losses [Discussion]
    The paper by Stelljes [1] the subject of this discussion is a welcome addition to the Casualty Actuarial Society literature on nonlinear regression for loss reserving...

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