Vol. 2003, 2003February 01, 2003 EDT
Credit & Surety Pricing and the Effects of Financial Market Convergence
Credit & Surety Pricing and the Effects of Financial Market Convergence
Athula Alwis, Christopher M Steinbach,
Articles in Vol. 2003, 2003
Vol. 2003, 2003
- Overview of Enterprise Risk ManagementJerry MiccolisPaul BrehmKevin DicksonBarry FranklinGerry KirschnerJohn KollarDon MangoFrancois MorinChris NelsonTed Zubulake
- Probabilistic Framework for Evaluating Materiality and Variability in Loss Reserve EstimatesIrene K BassC K "Stan" Khury
- LDF Curve-Fitting and Stochastic Reserving: A Maximum Likelihood ApproachDavid R Clark
- Estimating ULAE Liabilities; Rediscovering and Expanding Kittel's ApproachRobert F CongerAlejandra Nolibos
- Measurement of Reserve VariabilityRoger M Hayne
- Reserving for Asbestos LiabilitiesClaus S MetznerKevin M Madigan
- Estimation and Application of Ranges of Reasonable EstimatesCharles L McClenahan
- Monoline Insurance & Financial Guaranty ReservingJames P McNichols
- A Statistical Simulation Approach for Estimating the Reserve for Uncollectible ReinsuranceNicholas Pastor
- Loss Reserve Estimates: A Statistical Approach for Determining "Reasonableness"Mark R Shapland
- A Generic Claims Reserving Model: A Fundamental Risk AnalysisGraciela Vera
- Review of "Capital Allocation for Insurance Companies" by Stewart C. Myers and James R. Read Jr.Paul J Kneuer
- The Economics of Capital AllocationGlenn G Meyers
- A Note on the Myers and Read Capital Allocation FormulaStephen J Mildenhall
- A Method of Implementing Myers-Read Capital Allocation in SimulationDonald F MangoDavid L Ruhm
- Discussion of "Capital Allocation for Insurance Companies" by Stewart C. Myers and James R. Read Jr.Gary G Venter
- Review of "Capital Allocation for Insurance Companies" by Steward C. Myers and James R. Read Jr. Practical Considerations for Implementation the Myers-Read ModelPaul J BrehmKyle J Vrieze
- Annuity Densities with Application to Tail DevelopmentDaniel R Corro
- Financial Pricing Models for Property-Casualty Insurance Products: Implementation and PresentationSholom FeldblumNeeza Thandi
- Financial Pricing Models for Property-Casualty Insurance Products: Investment YieldsSholom FeldblumNeeza Thandi
- The Pricing of CommutationsSholom Feldblum
- Evaluating Individual Unit Profitability via Value ImpactGary G Venter
- ERM and DFA Using Active Knowledge StructuresSam ManoffJim Brander
- The Aggregation and Correlation of Insurance ExposureFrederick L KlinkerGlenn G MeyersDavid A Lalonde
- Advanced Modeling, Visualization, and Data Mining Techniques for a New Risk LandscapeLilli Segre-TossaniLee M Smith
- Financial Pricing Models for Property-Casualty Insurance Products: Income Recognition and Performance MeasurementSholom FeldblumNeeza Thandi
- Financial Pricing Models for Property-Casualty Insurance Products: Reserve Valuation RatesSholom FeldblumNeeza Thandi
- Discussion of "Loss Estimates Using S-Curves: Environmental and Mass Tort Liabilities" by Bruce E. OllodartKirk G Fleming
- Econometric Modeling of Insurance Frequency Trends: Which Model Should We Choose?Amin Ussif
- Discussion of "Risk Load for Insurers" by Sholom FeldblumTrent R Vaughn
- Capital Allocation: An Opinionated SurveyGary G Venter
- The Valuation of Stochastic Cash FlowsLeigh J Halliwell
- CorrelationThomas Struppeck
- The Aggregation and Correlation of Reinsurance ExposureFrederick L KlinkerGlenn G MeyersDavid A Lalonde
- Estimating the Parameter Risk of a Loss Ratio DistributionCharles E Van Kampen
- Quantifying Correlated Reinsurance Exposures with CopulasGary G Venter
- On the Optimality of Multiline Excess of Loss CoversJean-François Walhin
- Hedging Catastrophe Risk Using Index-Based Reinsurance InstrumentsLixin Zeng
- Martian Chronicles: Is MARS Better than Neural Networks?Louise A Francis
- Applying Data Mining Techniques in Property/Casualty InsuranceLijia Guo
- Rainy Day: Actuarial Software and Disaster RecoveryAleksey S Popelyukhin
- Modeling Hidden Exposures in Claim Severity via the EM AlgorithmRichard A DerrigGregorz A Rempala
- Where is My Market? How to Use Data to Find and Validate New Commercial Lines Market NichesLisa Sayegh
- Does Credit Score Really Explain Insurance Losses? Multivariate Analysis from a Data Mining Point of ViewJames GuszczaCheng-Sheng Peter Wu
- Credit & Surety Pricing and the Effects of Financial Market ConvergenceAthula AlwisChristopher M Steinbach
- Dynamic Pricing AnalysisCharles H BoucekThomas P Conway
- Statistical Learning Algorithms Applied to Automobile Insurance RatemakingCharles DugasYoshua BengioNicolas ChapadosPascal VincentGermain DenoncourtChristian Fournier
- Credibility Modeling via Spline Nonparametric RegressionAshis GangopadhyayWu-Chyuan Gau
- Classification Ratemaking Using Decision TreesNasser Hadidi
- Quantifying the Impact of Non-Modeled Catastrophes on Homeowners ExperienceIsrael Krakowski
- A Unifying Approach to Pricing Insurance and Financial RiskAndreas Kull
- Capital Consumption: An Alternative Methodology for Pricing ReinsuranceDonald F Mango
- Estimating the Cost of Commercial Airlines Catastrophes- A Stochastic Simulation ApproachRomel G Salam
- Paid Loss Development of Fixed Size ClaimsDaniel R Corro
- Financial Pricing Models for Property-Casualty Insurance Products: Modeling the Equity FlowsSholom FeldblumNeeza Thandi
- Financial Pricing Models for Property-Casualty Insurance Products. The Target Return on CapitalSholom FeldblumNeeza Thandi
- Credibility Theory for DummiesGary G Venter
- Effects of Parameters of Transformed Beta DistributionsGary G Venter
- MLE for Claims with Several RetentionsGary G Venter
- Testing Stochastic lnterest Rate Generators for lnsurer Risk and Capital ModelsGary G Venter
Alwis, Athula, and Christopher M Steinbach. 2003. “Credit & Surety Pricing and the Effects of Financial Market Convergence.” CAS Forum 2003 (February).