Vol. 1999, 1999November 01, 1999 EDT
Study Note on Actuarial Evaluation of Premium Liabilities
Study Note on Actuarial Evaluation of Premium Liabilities
Claudette Cantin, Philippe Trahan,
Articles in Vol. 1999, 1999
Vol. 1999, 1999
- Reserving for Loss Sensitive Premium ItemsBrian Z BrownMichael C Schmitz
- ROE, Utility, and the Pricing of RiskLeigh J HalliwellLeigh Joseph
- Capital Allocation for Property-Liability Insurers: A Catastrophe Reinsurance ApplicationRobert P Butsic
- Study Note on Actuarial Evaluation of Premium LiabilitiesClaudette CantinPhilippe Trahan
- Automobile Warranty Unearned Premiums and Deferred Policy Acquisition ExpensesJoseph S Cheng
- Evaluating the Unearned Premium Reserve for Automobile Extended Service ContractsGrover M Edie
- Accrued Retrospectively Rated Premiums by Individual Policyholder AccountAnnette J Goodreau
- Unearned Premium Reserves - Change is in the WindRoger M Hayne
- Unearned Premium Reserve for Long-Term PoliciesVictoria S Lusk
- Two Alternative Methods for Calculating the Unallocated Loss Adjustment Expense ReserveCraig A Allen,Donald F Mango
- Uncollectible Reinsurance Reserves (Revised 11/99)Bruce E Ollodart
- Using Claim Department Work Measurement Systems to Determine Claim Adjustment Expense ReservesJoanne S Spalla
- Declaratory Judgment Action Expense ReservingLee R Steeneck
- Premium Earning Patterns for Multi-Year PoliciesThomas Struppeck
- A Dynamic Approach to Modeling Free Tail CoverageRobert J Walling
- Surplus, Profit and Conditional ExpectationDavid R Clark
- Workers' Compensation Classification CredibilitiesHoward C Mahler
- Parameterizing Interest Rate ModelsKevin C AhlgrimStephen P D'ArcyRichard W Gorvett
- A Comprehensive System for Selecting and Evaluating DFA Model ParametersAdam J BergerChris K Madsen
- Estimating Uncertainty in Cash Flow ProjectionsRoger M Hayne
- Modeling Parameter Uncertainty in Cash Flow ProjectionsRoger M Hayne
- Taking Uncertainty Into Account: Bias Issues Arising from Parameter Uncertainty in Risk ModelsJohn A Major
- Estimating Between Line Correlations Generated by Parameter UncertaintyGlenn G Meyers
- Calibration of Stochastic Scenario Generators for DFAJohn M MulveyFrançois MorinBill Pauling
- Customizing the Public Access Model Using Publicly Available DataShawna AckermanCharles C EmmaThomas E HettingerRobert J Walling
- Surviving Price DeregulationCharles BryanEmily Gilde
- Capital Allocation for Property-Liability Insurers: A Catastrophe Reinsurance ApplicationRobert P Butsic
- ROE, Utility and the Pricing of RiskLeigh J Halliwell
- A Practical Application of Modern Portfolio Theory to Capital AllocationJohn M Kulik
- Underwriting RiskGlenn G Meyers
- Integrated Financial Risk Management: Capital Allocation IssuesMichael J BelfattiChris K MadsenJohn M Mulvey
- The Use of Risk Adjusted Capital to Support Business Decision-MakingStefan BerneggerGary S PatrikMarcel Beat Rüegg
- Random Number Generation Using Low Discrepancy PointsDonald F Mango
- A Practical Suggestion for Log-Linear Workers Compensation Cost ModelsDaniel R Corro
- The Rate of Return on InvestmentWilliam R Gillam
- Insights into Present Value and DurationLeigh J Halliwell
- Workers' Compensation Managed Care Pricing ConsiderationsBrian Z BrownLori E Stoeberl
- Something Old, Something New in Classification Ratemaking With a Novel Use of GLMs for Credit InsuranceKeith D HollerDavid W SommerGeof Trahair
- Evaluation of the Qualified Loss Management Program for Massachusetts Workers' CompensationCarol A BlomstromHoward C Mahler
- U.S. Earthquake Frequency Estimation-Ratemaking for Unusual EventsStuart B Mathewson
- Implications of Dynamic Financial Analysis on DemutualizationKevin Michael BinghamJan A Lommele
- Y2K - A Regulatory ResponseHolmes M GwynnJose MontemayorBetty Patterson
- On Hierarchy of Actuarial Objects: Data Processing from the Actuarial Point of ViewAleksey S Popelyukhin
- Watch Your TPA: A Practical Introduction to Actuarial Data Quality ManagementAleksey S Popelyukhin
- Using Neural Networks to Predict Claim Duration in the Presence of Right Censoring and CovariatesJoel B BrodskyDarya L ChudovaDavid B Speights
- Remittance Imaging at Allstate Insurance CompanyLindsay Taylor
- The United States Postal Service's New Role: Territorial RatemakingGeoffrey Werner
- Insurance Data and Intellectual Property IssuesAlan Wickman
- Parameterizing the California Workers Compensation Experience Rating Plan: Development of Primary and Excess Credibilities & Translation into B and W Rating ValuesWard M Brooks
- A Bayesian Approach to Negative Binamial Parameter EstimationRichard M Duvall
- Random Effects Linear Statistical Models and Buhlmann-Straub CredibilityRussell H Greig
- A Note on the Paid Bornhuetter-Ferguson Loss Reserving Method: Recognizing Dependency on Case ReservesBruce E Ollodart
Cantin, Claudette, and Philippe Trahan. 1999. “Study Note on Actuarial Evaluation of Premium Liabilities.” CAS Forum 1999 (November).