2011 Winter CAS E-Forum Volume 2
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 These papers have not been peer reviewed by any CAS Committee.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
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
Indemnity Benefit Duration, Maximum Weekly Benefits, and Claim Attributes
Frank Schmid
Additional Paper
Mortality Trend Models
Gary G. Venter
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