CAS: Proceedings: 1996 Volume LXXXIII, Numbers 158 & 159

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Casualty Actuarial Society

Casualty Actuarial Society

1996_Proceedings

Volume LXXXIII, Numbers 158 & 159 / 1996

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Contents of Volume LXXXIII

Papers Presented at the May 1996 Meeting

The Complement of Credibility
Joseph A. Boor

Errata for 1996 Proceedings

Pricing to Optimize an Insurer's Risk-Return Relation
Daniel F. Gogol

The Interaction of Maximum Premiums, Minimum Premiums, and Accident Limits in Retrospective Rating
Howard C. Mahler

Allocated Loss Adjustment Expense Liabilities
Ruth E. Salzmann

Errata #2 for 1996 Proceedings

An Introduction to Markov Chain Monte Carlo Methods and their Actuarial Applications
David P.M. Scollnik

Address to New Members—May 13, 1996
Michael L. Toothman

Minutes of the May 1996 Meeting

Papers Presented at the November 1996 Meeting

Personal Automobile Premiums: An Asset Share Pricing Approach for Property/Casualty Insurance
Sholom Feldblum

NAIC Property/Casualty Insurance Company Risk-Based Capital Requirements
Sholom Feldblum

Loss Prediction by Generalized Least Squares
Leigh J. Halliwell

Interest Rate Risk and Capital Requirements for Property/Casualty Insurance Companies
Douglas M. Hodes and Sholom Feldblum

The Competitive Market Equilibrium Risk Load Formula for Catastrophe Ratemaking
Glenn G. Meyers

Discussion by James E. Gant

Estimating the Premium Asset on Retrospectively Rated Policies
Michael T.S. Teng and Miriam E. Perkins

Discussion of Paper Published in Volume LXXXI

Underwriting Betas—The Shadows of Ghosts
Thomas J. Kozik (November 1994)
Discussion by Sholom Feldblum

Address to New Members—November 11, 1996
Michael Fusco

Presidential Address—November 11, 1996

Minutes of the November 1996 Meeting

Report of the Vice President

Financial Report

1996 Examinations—Successful Candidates

Index to Volume LXXXIII

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