Casualty Actuarial Society


1990 Discussion Papers on Pricing

1990 Discussion Papers on Pricing

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Table of Contents
Download Volume 1
Download Volume 2

Volume 1

Commutation Pricing in the Post Tax Reform Era
Vincent P. Connor & Richard A. Olsen of General Reinsurance Corp.

Expense Allocation & Policyholder Persistency
Sholom Feldblum of Liberty Mutual Ins. Co.

Persistency and Profits
Sholom Feldblum of Liberty Mutual Ins. Co.

Sources of Distortion in Classification Ratemaking Data and Their Treatment
John A. Stenmark of Southern Farm Bureau Casualty Ins. Co.

Property-Liability Insurance Pricing Models: An Empirical Evaluation
Stephan P. D'Arcy of Univ. of Illinois & James R. Garven of Univ. of Texas

The Economic Method of Mixed Estimation - An Application to the Credibility of Trend
Paul J. Brehm & Denis G. Guenthner of The St. Paul Companies

On Pricing Multiple-Claimant Occurrences for Workers' Compensation Per-Occurrence Excess of Loss Reinsurance Contracts
Gregory T. Graves of Milliman & Robertson, Inc.

An Iterative Approach to Classification Analysis
Joyce Fish and Howard Monroe of U.S.A.A. and Cecily Gallagher of Tillinghast, a Towers Perrin Co.

Individual Risk Loss Development
Joseph P. Theisen of Wausau Ins. Co.

Credibility for Treaty Reinsurance Excess Pricing
Isaac Mashitz and Gary Patrik of North American Reinsurance Corp.

The Challenge of Pricing Extended Warranties
Timothy L. Schilling of Tillinghast, a Towers Perrin Co.

An Exposure Rating Approach to Pricing Property Excess of Loss Reinsurance
Stephan J Ludwig of Hartford Fire Ins. Co.

Evaluating Workers Compensation Trends Using Data by Type Disability
Allan Kaufman of Milliman & Robertson, Inc.

Volume 2

Pricing the Impact of Adjustable Features and Loss Sharing Provisions of Excess-of-Loss Treaties
Robert Bear and Kenneth Nemlick of North Star Reinsurance Corp.

Basic and Increased Limits Ratemaking: An Integrated Approach
D. Lee Barclay and Dick Marquardt of Washington Ins. Commissioner's Office

Pricing the Catastrophe Exposure in Homeowner's Ratemaking
David H. Hayes of State Farm Fire & Casualty Co.

An Actuarial Analysis of Servicing Carrier Profit Margins
Mark W. Littmann of Aetna Casualty & Surety Co.

Commercial General Liability Ratemaking for Premises and Operations
Nancy C. Graves and Richard Castillo of Insurance Offices Co.

Implications of the Mandatory Elimination of A Rate Variable
Frank J. Karlinski III of Mercer Meidinger Hansen

Homeowners Insurance Pricing
Mark J. Homan of Hartford Fire Ins. Co.

Homeowners Ratemaking
Stacy J. Weinman of The Hanover Insurance Co.

Overlap Revisited - The "Insurance Charge Reflecting Loss Limitation" Procedure
Dr. I. Robbin of CIGNA Property Casualty Co.

Parametrizing the Workers Compensation Experience Rating Plan
William R. Gillam of National Council on Compensation Ins.

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