Vol. 1998, 1998February 01, 1998 EDT
The Analysis of the Effect of the Tort Reform Legislation on Expected Liability Insurance Losses
The Analysis of the Effect of the Tort Reform Legislation on Expected Liability Insurance Losses
Jason Israel, Allan A Kerin,
Articles in Vol. 1998, 1998
Vol. 1998, 1998
- Testing the Assumptions of Age-to-Age FactorsGary G. Venter
- Best Estimate Loss Reserving: An Actuarial PerspectiveKathleen A BlumDavid J Otto
- The Philosophy of ReservingRobert A Buchanan
- Efficient Estimators Through Data SegmentationWilliam J Lakins
- Using Utility Theory For Describing Best Estimate ReservesMark W Littmann
- Is the 'Best Estimate' Best?Jan A LommeleMichael G McCarter
- Statistical Modeling Techniques for Reserve Ranges: A Simulation ApproachChandu C PatelAlfred Raws
- Estimating the Variability of Loss ReservesRichard E Sherman
- Sources of Bias and Inaccuracy in the Development of a Best EstimateMichael S SteinRichard Stein
- Using Best Practices to Determine a Best Reserve EstimatePaul R HussianPaul J Struzzieri
- Some Extensions of J.N. Stanard's Simulation Model for Loss ReservingRichard L Vaughan
- Best Estimates for ReservesBenjamin ZehnwirthGlen Barnett
- A Portfolio Management System for Catastrophe Property LiabilitiesAdam J BergerJohn M MulveyKevin NishRobert Rush
- Applying a DFA Model to Improve Strategic Business DecisionsSalvatore CorrentiDaniel B IsaacStephen M Sonlin
- Using the Public Access DFA Model: A Case StudyStephen P D'ArcyRichard W GorvettThomas E HettingerRobert J Walling
- On the Cost of Financing Catastrophe InsuranceGlenn G MeyersJohn J Kollar
- Linking Strategic and Tactical Planning Systems for Dynamic Financial AnalysisChris K MadsenFrançois MorinJohn M Mulvey
- Stochastic Modeling and Error Correlation in Dynamic Financial AnalysisSon T Tu
- Implications of Reinsurance and Reserves on Risk of Investment Asset AllocationMohammed Q AshabAlex BushelJohn W GradwellGary G Venter
- Profitability Targets: DFA Provides Probability EstimatesSusan E Witcraft
- Pricing Catastrophe Reinsurance with Reinstatement Provisions Using a Catastrophe ModelRichard R AndersonWemin DongJohn J Kollar
- Catastrophe Risk Mitigation: A Survey of MethodsLewis V Augustine
- Workers' Compensation D-Ratios: An Alternative Method of EstimationHoward C Mahler
- Techniques for the Conversion of Loss Development FactorsLouis B Spore
- Applications of Resampling Methods in Dynamic Financial AnalysisKrzysztof M Ostaszewski
- The Application of Cumulative Distribution Functions in the Stochastic Chain Ladder ModelSon T Tu
- The Balancing of Ratemaking Assumptions and Annual Financial Planning AssumptionsScott C Anderson
- Pricing the Hurricane Peril - Change is OverdueDavid R Chernick
- The Usefulness of the R-squared StatisticRoss A Fonticella
- Statistical Models and CredibilityLeigh J Halliwell
- The Analysis of the Effect of the Tort Reform Legislation on Expected Liability Insurance LossesJason IsraelAllan A Kerin
- The Concentration Charge: Reflecting Catastrophe Exposure Accumulation in RatesDonald F Mango
- A Frequency Based Model for Excess Wind in Property RatemakingTimothy L McCarthy
- Actuarial Implications of Texas Tort ReformJerrod W RappMichael J Miller
- Investment-Equivalent Reinsurance PricingRodney E Kreps
- A Comparison of Property/Casualty Insurance Financial ModelsStephen P D'ArcyRichard W Gorvett
- Smoothing Weather Losses: A Two-Side Percentile ModelCurtis Gary DeanDavid N HaflingMark WengerWilliam Wilson
- Workers Compensation Excess Ratios: An Alternative Method of EstimationHoward C Mahler
- An Application of Game Theory: Property Catastrophe Risk LoadDonald F Mango
- A Buyer's Guide for Options on a Catastrophe IndexGlenn G Meyers
- The Impact of Investment Strategy on the Market Value and Pricing Decisions of a Property/Casualty InsurerTrent R Vaughn
- Reinsurer Risk Loads from Marginal Surplus Requirements [Discussion]Paul J Kneuer
- Estimating the Premium Asset on Retrospectively Rated Policies [Discussion]Sholom Feldblum
- Retrospective Rating: 1997 Excess Loss Factors [Discussion]Howard C Mahler
- Personal Automobile: Cost Drivers, Pricing, and Public PolicyJohn B ConnersSholom Feldblum
- The Mechanics of a Stochastic Corporate Financial ModelGerald S KirschnerWilliam C Scheel
- Credibility With Shifting Risk Parameters, Risk Heterogeneity, and Parameter UncertaintyHoward C Mahler
- A Graphical Illustration of Experience Rating CredibilitiesHoward C Mahler
- The Myers-Cohn Profit Model: A Practical ApplicationHoward C Mahler
- Studying Policy Retention Rates Using Markov ChainsJoseph O Marker
- Aggregation of Correlated Risk Portfolios: Models and AlgorithmsShaun Wang
- Implementation of Proportional Hazards Transforms in RatemakingShaun Wang
- Implementation of Proportional Hazards Transforms in Ratemaking [Discussion]Gary G Venter
- The Complement of Credibility [Discussion]Sholom Feldblum
- Estimating the Actuarial Value of the Connecticut Second Injury Fund Loss PortfolioAbbe Sohn Bensimon
- The Impact of Price Changes on CostsRussel L Sutter
- Direct Marketing of Insurance Integration of Marketing, Pricing and UnderwritingBruce D Moore
- The Actuary As Product Manager In A Dynamic Product Analysis EnvironmentRichard Stein
- Actuarial Considerations in the Development of Agent Contingent Compensation ProgramsLori E StoeberlWilliam J VonSeggern
Israel, Jason, and Allan A Kerin. 1998. “The Analysis of the Effect of the Tort Reform Legislation on Expected Liability Insurance Losses.” CAS Forum 1998 (February).