Fall 1995

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Table of Contents
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Report of the Travel Time Working Group
The Travel Time Working Group

Report of the CAS Long-Range Planning Committee
The CAS Long Range Planning Committee

Causes of Reserve Deficiency Among Property/ Casualty Insurers: A Survey
American Academy of Actuaries Committee on Property-Liability Financial Reporting

Dynamic Financial Models of Property/Casualty Insurers
Subcommittee on Dynamic Financial Models of the CAS Committee on Valuation and Financial Analysis

A Simulation Procedure for Comparing Different Claims Reserving Methods
Teivo Pentikainen and Jukka Rantala

When the Wind Blows: An Introduction to Catastrophe Excess of Loss Reinsurance
D.E.A. Sanders

Which Stochastic Model is Underlying the Chain Ladder Method?
Thomas Mack, Ph.D.

Using Expected Loss Ratios in Reserving
Daniel F. Gogol

Expected Loss Development: Shift in Credibility
Christopher J. Poteet

An Algebraic Reserving Method for Paid Loss Data
Alfred O. Weller

Credibility for Hiawatha
Oakley E. Van Slyke

The Valuation of a Pure Risk Element
David Ruhm

Post-Reform Ratemaking: Adjustment of Pre-Reform to Post-Reform Loss Development Patterns
Mujtaba Datoo

The Complement of Credibility
Joseph A. Boor

Portfolio Optimization and the Capital Asset Pricing Model: A Matrix Approach
Leigh J. Halliwell

Ratemaking 1993: A Play "Not Ready for a Stable Market"
Nolan E. Asch