Volume LXXXV, Numbers 162 & 163 / 1998

These files are in Portable Document Format (PDF), you will need to download the Acrobat® Reader to view the articles.

Download entire volume (8.6mb)

Contents of Volume LXXXV (51K)

Papers Presented At the May 1998 Meeting

A Comparison of Property/Casualty Insurance Financial Pricing Models (1487KB)
Stephen P. D. Arcy and Richard W. Gorvett

Smoothing Weather Losses: A Two-Sided Percentile Model (107KB)
Curtis Gary Dean, David N. Hafling, Mark S. Wenger, and William F. Wilson

Investment-Equivalent Reinsurance Pricing (134KB)
Rodney E. Kreps

Workers Compensation Excess Ratios: An Alternative Method of Estimation (216KB)
Howard C. Mahler

An Application of Game Theory: Property Catastrophe Risk Load (243KB)
Donald F. Mango

A Buyer's Guide for Options on a Catastrophe Index (108KB)
Glenn G. Meyers

The Impact of Investment Strategy on the Market Value and Pricing Decisions of a Property/Casualty Insurer (268KB)
Trent R. Vaughn

Discussion Of Paper Published In Volume LXXVII

Reinsurer Risk Loads From Marginal Surplus Requirements (144KB)
Rodney E. Kreps
Discussion      by Paul J. Kneuer

Discussion Of Paper Published In Volume LXXXIII

Estimating the Premium Asset on Retrospectively Rated Policies (221KB)
Miriam Perkins and Michael T. S. Teng
Discussion by Sholom      Feldblum

Discussion Of Paper Published In Volume LXXXIV

Retrospective Rating: 1997 Excess Loss Factors (152KB)
William R. Gillam and Jose Couret
Discussion by Howard C. Mahler
     Including Errata

Address To New Members, May 18, 1998 (23KB)
P. Adger Williams

Minutes Of The May 1998 Meeting (38KB)

Papers Presented At The November 1998 Meeting

Personal Automobile: Cost Drivers, Pricing, and Public Policy (245KB)
John B. Conners and Sholom Feldblum

The Mechanics of a Stochastic Corporate Financial Model (478KB)
Gerald S. Kirschner and William C. Scheel

Credibility With Shifting Risk Parameters, Risk Heterogeneity, and Parameter Uncertainty (1,559KB)
Howard C. Mahler

A Graphical Illustration of Experience Rating Credibilities (327KB)
Howard C. Mahler

The Myers--Cohn Profit Model, A Practical Application (588KB)
Howard C. Mahler

Studying Policy Retention Using Markov Chains (32KB)
Joseph O. Marker

Testing the Assumptions of Age-To-Age Factors (213KB)
Gary G. Venter

Aggregation of Correlated Risk Portfolios: Models and Algorithms (412KB)
Shaun Wang

Implementation of Proportional Hazards Transforms in Ratemaking (188KB)
Shaun Wang

Discussion by Gary G. Venter (49KB)

Discussion Of Paper Published In Volume LXXXIII

The Complement of Credibility (197KB)
Joseph A. Boor
Discussion by Sholom Feldblum

Address To New Members November 9, 1998 (28KB)
Michael A. Walters

Presidential Address, November 9, 1998 (36KB)
"There is More to Do"
Mavis A. Walters

Mintues of the November 1998 Meeting (41KB)

Report of the Vice President--Administration (31KB)

Financial Report (5KB)

1998 Examination, Successful Candidates/a> (71KB)

Obituaries (45KB)

Index to Volume LXXXV (16KB)

Copyright © Casualty Actuarial Society. All Rights Reserved.

---

Back to Publications Index