Winter 2002, Including the Ratemaking Call Papers
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Ratemaking Call Papers
Pricing Aggregate and Credit Risk for Risk Sharing Entities
by John D. Deacon, FCAS
Managing Commercial Lines Pricing Levels in a Loss Cost
Environment
by Lisa A. Hays, FCAS, MAAA
Mining Insurance Data to Promote Traffic Safety and Better Match
Rates to Risk
by Gregory L. Hayward, FCAS, MAAA, FCIA, CPCU
Dependence Models and the Portfolio Effect
by Donald F. Mango, FCAS, MAAA and James C. Sandor, ACAS, MAAA
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Excel spreadsheet with
supporting information
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S-Plus Script file
Reinventing Risk Classification--A Set Theory Approach
by Romel G. Salam, FCAS, MAAA
On the Practical Multiline Excess of Loss Pricing
by Jean-Francois Walhin
Committee Report
Final Report of the Advisory Committee on Enterprise Risk
Management
by the CAS Advisory Committee on Enterprise Risk Management
Survey on Management Data and Information Report
by the CAS Committee on Management Data and Information
Additional Papers
A Characterization of Life Expectancy with Applications to Loss
Models
by Daniel R. Corro
Can Long Tailed Lines of Business Really Afford Higher Loss Ratios?
by Jonathan P. Evans, FCAS, MAAA
Misapplications of Internal Rate of Return Models in Property/
Liability Insurance Ratemaking
by Trent R. Vaughn, FCAS, MAAA
