PROCEEDINGS May 15, 16, 17, 18, 2005 - Casualty Actuarial Society

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144 WHY LARGER RISKS HAVE SMALLER INSURANCE CHARGESEXHIBIT 3Sheet 2Negative Binomial Limited Expected Values andPartialsFixed q =0:750Limit = 3:000Numerical Numerical1st Partial 2nd PartialMean LEV of LEV of LEV0.300 0.231 0.7240.600 0.448 0.679 ¡0:1500.900 0.651 0.635 ¡0:1461.200 0.842 0.592 ¡0:1421.500 1.020 0.551 ¡0:1361.800 1.185 0.512 ¡0:1312.100 1.339 0.475 ¡0:1252.400 1.481 0.439 ¡0:1182.700 1.613 0.406 ¡0:1123.000 1.734 0.374 ¡0:1053.300 1.847 0.344 ¡0:0993.600 1.950 0.317 ¡0:0933.900 2.045 0.291 ¡0:0874.200 2.132 0.266 ¡0:0814.500 2.212 0.244 ¡0:0754.800 2.285 0.223 ¡0:0705.100 2.352 0.204 ¡0:0645.400 2.413 0.186 ¡0:0605.700 2.469 0.169 ¡0:0556.000 2.520
WHY LARGER RISKS HAVE SMALLER INSURANCE CHARGES 145EXHIBIT 3Sheet 3Gamma Limited Expected Values and PartialsScale = 1:000Limit = 3:000Numerical Numerical1st Partial 2nd PartialMean LEV of LEV of LEV0.300 0.294 0.9810.600 0.582 0.959 ¡0:0740.900 0.860 0.927 ¡0:1071.200 1.126 0.885 ¡0:1411.500 1.376 0.833 ¡0:1731.800 1.607 0.773 ¡0:2002.100 1.819 0.707 ¡0:2212.400 2.010 0.637 ¡0:2342.700 2.180 0.565 ¡0:2403.000 2.328 0.493 ¡0:2373.300 2.455 0.425 ¡0:2293.600 2.564 0.361 ¡0:2143.900 2.654 0.302 ¡0:1964.200 2.729 0.249 ¡0:1764.500 2.790 0.203 ¡0:1544.800 2.839 0.163 ¡0:1335.100 2.877 0.129 ¡0:1125.400 2.908 0.101 ¡0:0935.700 2.931 0.079 ¡0:0766.000 2.949 0.060
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VOLUME XCII NUMBERS 176 and 177PROC
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FOREWORDActuarial science originate
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2005 PROCEEDINGSCONTENTS OF VOLUME
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2005 PROCEEDINGSCONTENTS OF VOLUME
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Editorial Committee, Proceedings Ed
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2 AN EXAMINATION OF THE INFLUENCE O
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10 AN EXAMINATION OF THE INFLUENCE
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AN EXAMINATION OF THE INFLUENCE OF
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RISKINESS LEVERAGE MODELSRODNEY KRE
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RISKINESS LEVERAGE MODELS 33There a
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RISKINESS LEVERAGE MODELS 35where f
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RISKINESS LEVERAGE MODELS 37where a
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RISKINESS LEVERAGE MODELS 39Various
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RISKINESS LEVERAGE MODELS 41Then, f
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RISKINESS LEVERAGE MODELS 43This fo
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RISKINESS LEVERAGE MODELS 47differe
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RISKINESS LEVERAGE MODELS 49The las
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RISKINESS LEVERAGE MODELS 51ple. Th
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RISKINESS LEVERAGE MODELS 53the TVA
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RISKINESS LEVERAGE MODELS 55We also
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RISKINESS LEVERAGE MODELS 57Mean Va
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RISKINESS LEVERAGE MODELS 59APPENDI
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DISCUSSION OF A PAPER PRESENTED AT
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RISKINESS LEVERAGE MODELS 63known t
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RISKINESS LEVERAGE MODELS 65to be a
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RISKINESS LEVERAGE MODELS 67implies
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RISKINESS LEVERAGE MODELS 69bad res
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RISKINESS LEVERAGE MODELS 71a maxim
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RISKINESS LEVERAGE MODELS 734. INTE
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RISKINESS LEVERAGE MODELS 75the two
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RISKINESS LEVERAGE MODELS 77that a
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RISKINESS LEVERAGE MODELS 79REFEREN
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RISKINESS LEVERAGE MODELS 81EXHIBIT
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RISKINESS LEVERAGE MODELS 83
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WHY LARGER RISKS HAVE SMALLER INSUR
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WHY LARGER RISKS HAVE SMALLER INSUR
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Page 187 and 188: Volume XCII, Part 2 No. 177PROCEEDI
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MODELING FINANCIAL SCENARIOS 207mod
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MODELING FINANCIAL SCENARIOS 209TAB
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MODELING FINANCIAL SCENARIOS 213FIG
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MODELING FINANCIAL SCENARIOS 215str
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MODELING FINANCIAL SCENARIOS 223are
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MODELING FINANCIAL SCENARIOS 235[10
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MODELING FINANCIAL SCENARIOS 237[30
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WHEN CAN ACCIDENT YEARS BE REGARDED
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THE APPLICATION OF FUNDAMENTAL VALU
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A NEW METHOD OF ESTIMATING LOSS RES
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ARCHITECTURE FOR RESIDENTIAL PROPER
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ESTIMATING THE WORKERS COMPENSATION
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INCORPORATION OF FIXED EXPENSESGEOF
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INCORPORATION OF FIXED EXPENSES 681
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DISCUSSION OF PAPER PUBLISHED INVOL
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APPLICATION OF THE OPTION MARKET PA
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THE “MODIFIED BORNHUETTER-FERGUSO
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ADDRESS TO NEW MEMBERS-NOVEMBER 14,
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ADDRESS TO NEW MEMBERS 743Now to an
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PRESIDENTIAL ADDRESS-NOVEMBER 14, 2
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PRESIDENTIAL ADDRESS 747use of thes
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PRESIDENTIAL ADDRESS 749just lookin
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PRESIDENTIAL ADDRESS 751The quantif
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PRESIDENTIAL ADDRESS 753me keep my
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MINUTES OF THE 2005 CAS ANNUAL MEET
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REPORT OF THE VICE PRESIDENT—ADMI
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REPORT OF THE VICE PRESIDENT-ADMINI
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2005 EXAMINATIONS—SUCCESSFUL CAND
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OBITUARIESROBERT GRANT ESPIECLYDE H
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OBITUARIES 825SIDNEY M. HAMMER1931
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OBITUARIES 827J. GARY LaROSE1947—
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OBITUARIES 829PAUL J. SCHEEL SR.193
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OBITUARIES 831LEO M. STANKUSCirca 1
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INDEX TO VOLUME XCIIPage2005 EXAMIN
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835GRAVES, CLYDE H.INDEX—CONTINUE
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837INDEX—CONTINUEDREPORT OF THE V
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PROCEEDINGS May 15, 16, 17, 18, 2005 - Casualty Actuarial Society

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