Casualty Actuarial Society



2007 Winter Forum including the Ratemaking Call Papers

These files are in Portable Document Format (PDF), you will need to download the Acrobat Reader to view the articles.

Table of Contents

Download Entire Volume

2007 CAS Ratemaking Call Papers

Catastrophe and Workers Compensation Ratemaking
by Tom Daley, ACAS, MAAA

Forecasting Workers Compensation Severities and Frequency Using the Kalman Filter
by Jonathan Evans and Frank Schmid

Designing a New Automobile Insurance Pricing System in China: Actuarial and Social Considerations
by Daqing Huang and J. Tim Query

Handling Overdispersion with Negative Binomial and Generalized Poisson Regression Models
by Noriszura Ismail and Abdul Aziz Jemain

An Exposure Based Approach to Automobile Warranty Ratemaking and Reserving
by John Kerper, FSA, MAAA and Lee Bowron, ACAS, MAAA

Pricing the Hybrid
    Call Paper Exhibits
by R. Stephen Pulis, ACAS, MAAA

by Ira Robbin, Ph.D.

GLM Basic Modeling: Avoiding Common Pitfalls
by Geoff Werner, FCAS, MAAA and Serhat Guven, FCAS, MAAA

Research Working Party Report

Survey of Data Management and Data Quality Texts
CAS Data Management and Information Educational Materials Working Party

Additional Papers

Using a Claim Situation Model for Reserving and Loss Forecasting for Medical Professional Liability
Rajesh V. Sahasrabuddhe, FCAS, MAAA

Comparison of Risk Allocation Methods - Bohra-Weist DFAIC Distributions
Trent R. Vaughn, FCAS, MAAA
           Explanatory Notes Regarding the Data for this Study [.xls]

The Path of the Ultimate Loss Ratio Estimate
Michael G. Wacek, FCAS, MAAA

A Test of Clinical Judgement Vs. Statistical Prediction in Loss Reserving for Commercial Auto Liability
Michael G. Wacek, FCAS, MAAA

Copyright © Casualty Actuarial Society. All Rights Reserved.