Casualty Actuarial Society


CAS E-Forum

2009 Winter CAS E-Forum

The E-Forum replaces the traditional printed Forum as the means to disseminate non-refereed research papers to the actuarial community. The CAS will no longer distribute the Forum in hard copy format. The CAS is not responsible for statements or opinions expressed in the papers in the E-Forum. These papers have not been peer reviewed by any CAS Committee.

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Table of Contents

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2009 Ratemaking Call Papers

Measuring Rate Change
Neil M. Bodoff, FCAS, MAAA

Incorporating a Primary Insurer’s Risk Load into the Property Rate
Kevin Burke

Revenue Management & Insurance Cycle
J-B Crozet, FIA, CFA

Class Ratemaking for Workers Compensation: NCCI’s New Methodology
Tom Daley, ACAS, MAAA

More Flexible GLMs: Zero-Inflated Models and Hybrid Models
Mathew Flynn, Ph.D., and Louise A. Francis, FCAS, MAAA

Profit Margins Using Co-Measures of Risk
Mark J. Homan, FCAS, MAAA, CPCU
including component margin examples

Comparison of Minimum Bias and Maximum Likelihood Methods for Claim Severity
Noriszura Ismail, Ph.D. and Abdul Aziz Jemain, Ph.D

Disparate Impact and Unfairly Discriminatory Insurance Rates
Michael J. Miller

Monitoring Renewal Rate Change on Cat-Exposed Excess Property Business
Ira Robbin, Ph.D

Statistical Trend Estimation with Application to Workers Compensation Ratemaking
Frank Schmid

Cost of Capital Estimation with Application to Workers Compensation Ratemaking
Frank Schmid and Martin Wolf

Applications of the Offset in Property-Casualty Predictive Modeling
Jun Yan, Ph.D., James Guszcza, FCAS, MAAA, Ph.D., Matthew Flynn, Ph.D., and Cheng-Sheng Peter Wu, FCAS, ASA, MAAA

Additional Papers

ERM and Actuaries
David Ingram

Large Scale Analysis of Persistency and Renewal Discounts for Property and Casualty Insurance
Cheng-Sheng Peter Wu, FCAS, ASA, MAAA, and Hua Lin, FCAS, MAAA, Ph.D

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