Winter 2003, Data Management, Quality, and Technology Call Papers and Ratemaking Discussion Papers
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Data Management Call Papers
Applying Data Mining Techniques in Property/Casualty Insurance
by Lijia Guo, Ph.D., ASA
Martian Chronicles: Is MARS Better than Neural Networks?
by Louise A. Francis, FCAS, MAAA
Rainy Day: Actuarial Software and Disaster Recovery
by Aleksey S. Popelyukhin, Ph.D
Modeling Hidden Exposures in Claim Severity via the EM Algorithm
by Grzegorz A. Rempala and Richard A. Derrig
Where is My Market? How to Use Data to Find and Validate New
Commercial Lines Market Niches
by Lisa Sayegh, MBA, ARM
Does Credit Score Really Explain Insurance Losses? Multivariate
Analysis from a Data Mining Point of View
by Cheng-Sheng Peter Wu, FCAS, MAAA, and James C. Guszcza, ACAS
Ratemaking Discussion Papers
Credit & Surety Pricing and the Effects of Financial Market
Convergence
by Athula Alwis, ACAS, and Christopher M. Steinbach, FCAS, MAAA
Dynamic Pricing Analysis
by Charles H. Boucek, FCAS, MAAA, and
Thomas P. Conway, ACAS, MAAA
Statistical Learning Algorithms Applied to Automobile Insurance
Ratemaking
by Charles Dugas, Yoshua Bengio, Nicolas Chapados, Pascal Vincent,
and Christian Foumier, FCAS, FCIA
Credibility Modeling via Spline Nonparametric Regression
by Ashis Gangopadhyay and Wu-Chyuan Gau
Classification Ratemaking Using Decision Trees
by Nasser Hadidi, Ph.D., FCAS, MAAA
Quantifying the Impact of Non-Modeled Catastrophes on
Homeowners Experience
by Israel Krakowski, FCAS, MAAA
- Errata for 2003 Winter Forum
This errata contains several corrections. The original paper above has not been updated.
A Unifying Approach to Pricing Insurance and Financial Risk
by Andreas Kull
Capital Consumption: An Alternative Methodology for Pricing
Reinsurance
by Donald F. Mango, FCAS, MAAA
Estimating the Cost of Commercial Airlines Catastrophes-
A Stochastic Simulation Approach
by Romel Salam, FCAS, MAAA
Additional Papers
Paid Loss Development of Fixed Size Claims
by Daniel R. Corro
Financial Pricing Models for Property-Casualty Insurance Products:
Modeling the Equity Flows
by Sholom Feldblum, FCAS, FSA, MAAA, and
Neeza Thandi, FCAS, MAAA
Financial Pricing Models for Property-Casualty Insurance Products."
The Target Return on Capital
by Sholom Feldblum, FCAS, FSA, MAAA,
and Neeza Thandi, FCAS, MAAA
Credibility Theory for Dummies
by Gary G. Venter, FCAS, MAAA
Effects of Parameters of Tranformed Beta Distributions
Effects of Parameters of Tranformed Beta Distributions (color pdf)
by Gary G. Venter, FCAS, MAAA
MLE for Claims with Several Retentions
by Gary G. Venter, FCAS, MAAA
Testing Stochastic lnterest Rate Generators for lnsurer Risk and
Capital Models
Testing Stochastic lnterest Rate Generators for lnsurer Risk and
Capital Models (color pdf)
by Gary G. Venter, FCAS, MAAA
