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
- This errata replaces page 32 of the above paper.
The corrected version of the paper appears above and includes the new page 32.
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 
- This errata replaces page 108 of the above paper.
The corrected version of the paper appears above and includes the new page 108.
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
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
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The CAS Legacy
Albert J. Beer
1996 Examinations—Successful Candidates
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