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1. 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...
2. 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...
3. 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...
4. 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...
5. 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...
6. 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...
7. 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)...
8. A Note on Some New Perpetuities
   In a recent paper, Salminen and Yor relate the distribution of the Dufresne's reflected perpetuity where Bµ is Brownian motion with drift µ>0, to the hitting time of a reflected Bessel process...
9. A Partially Comonotonic Algorithm for Loss Generation
   A simple multivariate algorithm and corresponding copula are introduced which allow varying dependency as a function of loss size...
10. A Regime-Switching Model of Long-Term Stock Returns
    In this paper I first define the regime-switching lognormal model...
11. Accident Proneness
    As Bill Leslie has just pointed out, this is one of the two non-actuarial subjects that were taken up at the seminars yesterday afternoon...
12. Accounting for Individual Over-Dispersion in a Bonus-Malus Automobile Insurance System
    Individual automobile insurance claims are characterized by over-dispersion relative to the Poisson model...
13. Actuarial Applications in Catastrophe Reinsurance
    The pricing of catastrophe reinsurance treaties is much more of an art than an actuarial science...
14. Actuarial Applications in Catastrophe Reinsurance, [Discussion]
    Actuarial literature is filled with technical studies of varying complexity, but few of these emphasize the importance of consistency in the actuary’s work...
15. Actuarial Applications in Catastrophe Reinsurance, [Discussion]
    Mr...
16. Actuarial Applications in Catastrophe Reinsurance, [Discussion]
    First, let me commend Mr...
17. Actuarial Applications in Catastrophe Reinsurance, [Discussion]
    Once again Mr...
18. Actuarial Applications of Multifractal Modeling Part I: Introduction and Spatial Applications
    Special Topics (narrow topic or advanced); Multifractals are mathematical generalizations of fractals, objects displaying "fractional dimension," "scale invariance," and "self-similarity...
19. Actuarial Modeling with MCMC and BUGS
    In this paper, the author reviews some aspects of Bayesian data analysis and discusses how a variety of actuarial models can be implemented and analyzed in accordance with the Bayesian paradigm using Markov chain Monte Carlo techniques via the BUGS (Bayesian inference Using Gibbs Sampling) suite of software packages...
20. Actuarial Modeling with MCMC and BUGS [Discussion]
    [Discussion begins on page 29 of PDF]...
21. Addendum and a Short Comment on the Paper; An
    In January 1997, Winterthur Insurance, together with Credit Suisse First Boston (CSFB), issued the first listed CAT bond...
22. Adjusting Size for Loss Distributions for Trend
    The aim of this paper is to discuss the methods that can be used to forecast the shape of a size of loss distribution in some future time period based on its shape in the recent past...
23. Adjusting Size of Loss Distributions for Trend [Review]
    The stated aim of this lucid and straightforward paper is to forecast the shape (rather than the mean) of a size-of-loss distribution in some future time period, and this aim is accomplished in a clear presentation which I can still read even ten years away from any hard mathematics...
24. Advanced Theory of Statistics; The
    ...
25. Aggregation and Correlation of Insurance Exposure, The
    This paper begins with a description of how to calculate the aggregate loss distribution for an insurer...

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