Casualty Actuarial Society


CAS E-Forum

CAS E-Forum, Spring 2013

2013 Spring Including the Ratemaking Call Papers

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 These papers have not been peer reviewed by any CAS Committee.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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2013 Ratemaking Call Papers

Beyond the Cost Model: Understanding Price Elasticity and its Applications
Serhat Guven, FCAS, MAAA, and Michael McPhail, FCAS, MAAA

Functional Forms for Negative Binomial, Generalized Poisson, Zero-Inflated Negative Binomial, and Zero-Inflated Generalized Poisson Regression Models
Noriszura Ismail, Ph.D. and Hossein Zamani, Ph.D

Extending the Asset Share Model: Recognizing the Value of Options in P&C Insurance Rates
Gregory F. McNulty, FCAS

PEBELS: Property Exposure Based Excess Loss Smoothing
Marquis J. Moehring, ACAS
     Supplementary Workbooks (.zip)

Catastrophe Pricing: Making Sense of the Alternatives
Ira Robbin, Ph.D.

Loss Cost Components and Industrial Structure
Frank Schmid

Bayesian Trend Selection
Frank Schmid, Chris Laws, and Matthew Montero

Indemnity Benefit Duration and Obesity
Frank Schmid, Chris Laws, and Matthew Montero

The Impact of Physician Fee Schedule Introductions in WC: An Event Study
Frank Schmid and Nathan Lord

Applications of Convex Optimisation in Premium Rating
Dimitri Semenovich

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