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2011 Winter CAS E-Forum Volume 2

Welcome to the new 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 These papers have not been peer reviewed by any CAS Committee.

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

Table of Contents

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2011 CAS Ratemaking Call Papers

GAP Insurance—Techniques and Challenges
Lee Bowron, ACAS, MAAA, and John Kerper, FSA, MAAA

Credibility for a Tower of Excess Layers
David R. Clark, FCAS, MAAA

Deductibles, Policy Limits, and Reinsurance: A Case Study in Malaysia
Noriszura Ismail, Ph.D., and Ansar Asnawi Ahmad Anuar

Predictive Modeling of Multi-Peril Homewoners Insurance
Edward W. (Jed) Frees, Glenn Meyers, FCAS, and A. David Cummings, FCAS

Generalized Linear Mixed Models for Ratemaking: A Means of Introducing Credibility into a Generalized Linear Model Setting
Fred Klinker, FCAS, MAAA

Reserving in the Age of Obesity
Chris Laws and Frank Schmid

Towards Multivariate Ratemaking: Claim Frequency Analysis Examples
Hernán L. Medina, CPCU, API, AU, AIM, ARC

• Data File [.zip]

Multi-Year Policy Pricing
Benjamin R. Newton, FCAS, RPLU

• @Risk Workbook

Indemnity Benefit Duration, Maximum Weekly Benefits, and Claim Attributes
Frank Schmid

Additional Paper

Mortality Trend Models
Gary G. Venter

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