Articles in Vol. 2001, 2001
Vol. 2001, 2001
- Value of Interacting with the Claim Department: TheRobert F CongerRobert L Grove
- Loss Reserving Without Loss Development Patterns- Beyond Berquist-ShermanThomas L Ghezzi
- Reserving for Construction DefectsToby L BenningtonMichael D GreenMichael R LarrickCarolyn D Wettstein
- Dynamic Method for the Valuation of Fair Value Insurance Liabilities: ALijia Guo
- Evaluating Reserves in a Changing Claims EnvironmentChristopher GonwaScott WeinsteinAaron Halpert
- Random Walk Model for Paid Loss Development: ADaniel D Heyer
- Reserving for Financial Guaranty ProductsMichael B McKnight
- The Impact of Catastrophic Cases on Workers Compensation Medical Loss ReservesWilliam J Miller
- Markovian Annuities and InsurancesThomas Struppeck
- Projecting Workers Compensation Losses Using Open Claim Count and Average Loss Payment, and Application to Analysis of California Workers Compensation Loss DevelopmentMichael T S Teng
- Survey of Loss Reserving Actuaries ReportCAS Committee on Reserves
- Charting the Path for Workers Compensation Claim ManagementDaniel R Corro
- Monitoring Cost Changes with Log-Linear Cost Models: Lessons from a Case StudyDaniel R CorroKyumin Shim
- Note on the Inverse Relationship Between Hazard and Life Expectancy: ADaniel R Corro
- Exposure Rating Loss Layers: Unifying the Property Perspective of Severity with the Liability Perspective of FrequencyJonathan P Evans
- Pitfalls in the Probability of ruin Type Risk ManagementJonathan P Evans
- Strategic Insurance Purchasing in the 21st CenturyKevin Michael BinghamJohn Slusarski
- Using DFA for Modelling the Impact of Foreign Exchange Risks on Reinsurance DecisionsPeter BlumMike DacorognaPaul EmbrechtsAntione A NeghaiwiHuber Niggli
- Stochastic Dominance: A Tool for Evaluating Reinsurance AlternativesDaniel D Heyer
- Optimizing a Multi-Season Catastrophe Reinsurance Program With Private and Public ComponentsRade T MusulinJohn W Rollins
- Evaluating Catastrophe Risk Transfer Alternatives Through Dynamic Financial AnalysisLaura A EsboldtNathan A Schwartz
- Measuring Value in ReinsuranceGary G Venter
- Preliminary Due Diligence of DFA Insurance CompanyRaju BohraThomas E Weist
- DFA Insurance Company Case Study, Part 1 Reinsurance and Asset AllocationJohn C BurkettThomas S McIntyreStephen M Sonlin
- DFA Insurance Company Case Study, Part 2 Capital Adequacy and Capital AllocationRobert A PainterStephen W Philbrick
- DFA—The Value of RiskStavros ChristofidesAndrew D Smith
- Analysis of the Underwriting Risk for DFA Insurance Company: AnGlenn G Meyers
- The Cost of Financing InsuranceGlenn G Meyers
- Reserve Estimates Using Bootstrapped Statutory Loss InformationWilliam C Scheel
- Valuing An Insurance EnterpriseWilliam C Scheel
- Ratemaking for Maximum ProfitabilityLee M BowronDonald E Manis
- Consideration in Estimating Loss Cost TrendsKurt S DickmannJames R Merz
- Ratemaking for Excess Workers CompensationOwen M Gleeson
- Surplus Allocation for the Internal Rate of Return Model." Resolving the Unresolved IssueDaniel F Gogol
- Fitting to Loss Distributions with Emphasis on Rating VariablesEmphasis on Rating VariablesFarrokh Guiahi
- Approximations of the Aggregate Loss DistributionDmitry E PapushGary S PatrikFelix Podgaits
- Extended Warranty RatemakingDavid MuhonenL Nicholas Weltmann
- Macro Validation Dataset for U.S. Hurricane Models: ADouglas J CollinsStephen P Lowe
- Neural Networks DemystifiedLouise A Francis
- Actuarial Applications of Multifractal Modeling Part I: Introduction and Spatial ApplicationsYakov LantsmanJohn A Major
- Actuarial Applications of Multifractal Modeling Part II: Time Series ApplicationsYakov LantsmanJohn A Major
- Let Me See: Visualizing Actuarial InformationAleksey S Popelyukhin
- Materiality and ASOP No. 36: Considerations for the Practicing ActuaryCAS Committee on Valuation, Finance, and Investments
- White Paper on Fair Valuing Property/Casualty Insurance LiabilitiesCAS Task Force on Fair Value Liabilities
- Determining the Change in Mean Duration Due to a Shift in the Hazard Rate FunctionDaniel R Corro
- Modeling Multi-Dimensional Survival with Hazard Vector FieldsDaniel R Corro
- Surplus Allocation: A DFA ApplicationKevin J Olsen
- A Flexible Framework for Stochastic Claims ReservingPeter D EnglandRichard J Verral
- A Flexible Framework for Stochastic Claims ReservingPeter D EnglandRichard J Verrall
- The N-Moment Insurance CAPMThomas J KozikAaron M Larson
- Using Claim Department Work Measurement Systems to Determine Claim Adjustment Expense ReservesJoanne S Spalla
- Smoothed NPML Estimation of the Risk Distribution Underlying Bonus-Malus SystemsMichel DenuitPhilippe Lambert
- Underwriting Cycles and Business StrategiesSholom Feldblum
- Is the Efficient Frontier Efficient?William J BlatcherJohn J DenmanGerald S KirschnerWilliam C Scheel
Kozik, Thomas J, and Aaron M Larson. 2001. “The N-Moment Insurance CAPM.” CAS Forum 2001 (November).