Vol. 2000, 2000June 01, 2000 EDT
Pricing Multiple Triggers - An Electrifying Example
Pricing Multiple Triggers - An Electrifying Example
Lawrence M Schober,
Articles in Vol. 2000, 2000
Vol. 2000, 2000
- Considerations in the Calculation of Premium Deficiency ReservesRalph S Blanchard
- The Future of Mass TortsAmy S BouskaSusan L Cross
- Estimating Satellite Insurance LiabilitiesAllen J GouldOrin M Linden
- Evaluating Claims Costs Arising Out of Political Disorder and Civil UnrestGeorge P M MaherJohn P Ryan
- Measurement of U.S. Tobacco Liabilities. A Burning Issue or Just Smoke?Philip D Miller
- The Risk Premium Project (RPP) Phase I and II ReportJ David CumminsRichard D PhillipsRobert P ButsicRichard A Derrig
- Portfolio Decomposition: A Building Block Approach to Loss DevelopmentRobert K Bender
- Modeling Loss Development with Micro DataDaniel R Corro
- Strategic Asset Allocation for Multi-Line Insurers Using Dynamic Financial AnalysisAllan M KaufmanThomas A Ryan
- Cost/Benefit Analysis of Alternative Investment Strategies Using Dynamic Financial Analysis Tools: AGerald S Kirschner
- Capital Adequacy and Allocation Using Dynamic Financial AnalysisDonald F MangoJohn M Mulvey
- A Dynamic Financial Analysis Application Linked to Corporate StrategyCharles C EmmaElizabeth R Wiesner
- Portfolio Decomposition: Modeling Aggregate Loss (Ratio) DistributionsRobert K Bender
- Source of Earnings Analysis for Property-Casualty InsurersSholom FeldblumDouglas M Hodes
- Premium Trend RevisitedTimothy L. McCarthy
- The Impact of Personal Credit History on Loss Performance in Personal LinesJames E Monaghan
- Using Generalized Linear Models to Build Dynamic Pricing SystemsMichael J BrockmanPeter K W LeeKarl P Murphy
- European Auto Insurance Pricing ConsiderationsKaren E Schmitt
- Ratemaking Considerations for Multiple Peril Crop InsuranceJames L DriscollGary R JosephsonFrank F SchnappThomas P Zacharias
- Measurement of the Effect of Classification Factor Changes in Complex Rating PlansDavid B Schofield
- Results of the International Survey on Ratemaking Principles and Methods Used in Other CountriesGregory S Wilson
- Using Resampling Techniques to Measure the Effectiveness of Providers in Workers' Compensation InsuranceDeborah BeckerDavid B SpeightsTerry J Woodfield
- The Benefits and Challenges of Profiling Providers in Workers CompensationBart MargoshesMiriam E PerkinsNancy R Treitel
- A Note on Decomposing the Difference of Two RatiosDaniel R Corro
- Dynamic Financial Models of Property-Casualty InsurersCAS Dynamic Financial Analysis Committee
- The 1999 Table of Insurance ChargesWilliam R Gillam
- The Direct Determination of Risk-Adjusted Discount Rates and Liability BetaRussell E Bingham
- Risk and Return: Underwriting, Investment and Leverage Probability of Surplus Drawdown and Pricing for Underwriting and Investment RiskRussell E Bingham
- Estimating U.S. Environmental Pollution Liabilities by SimulationChristopher Diamantoukos
- Application of the Option Market Paradigm to the Solution of Insurance Problems [Discussion]Stephen J Mildenhall
- Best Estimates for ReservesGlen BarnettBenjamin Zehnwirth
- Measuring the Interest Rate Sensitivity of Loss ReservesStephen P D'ArcyRichard W Gorvett
- Applications of Resampling Methods in Actuarial PracticeKrzysztof M OstaszewskiGregorz A RempalaRichard A Derrig
- Pricing for the Financial Risk of Uncollateralized Deductible PoliciesRobert L Brown
- Pricing Multiple Triggers - An Electrifying ExampleLawrence M Schober
- Enterprise Risk Management: A Consultative PerspectiveL Michelle BradleyEdgar W Davenport
- Enterprise Technology Projects and the Role of the ActuaryCharlie CoonPaul C Martin
- ...Per Aspera: The Last Few Obstacles on the Way to Digital ParadiseAleksey S Popelyukhin
- Portfolio Based Pricing of Residual Basis Risk with Application to the S&P 500 Put OptionsSergei EsipovDajiang Guo
Schober, Lawrence M. 2000. “Pricing Multiple Triggers - An Electrifying Example.” CAS Forum 2000 (June).