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RPP Article for RM Newsletter (PDF Format)

CAS Ratemaking  2007 - (Powerpoint Format)

CAS Ratemaking  2007- Addendum - (Microsoft Word Format)

Equity Risk Premium: Expectations Great and Small (PDF Format)

CAS Ratemaking RCM-1 3-13 & 14 2006 - (Powerpoint Format)
 

References cited in Powerpoint file above (PDF Format)

Automobile Insurers Bureau of Massachusetts, 2005 Underwriting Profit Filing for 2006 Rates, DOI Docket R2005-09.

Cummins, J. David, 1990, “Multi-Period Discounted Cash Flow Ratemaking Models in Property Liability Insurance,” Journal of Risk and Insurance, Vol. 57, No. 1, 79-109.

Cummins, J. David and Richard D. Phillips, 2005, “Estimating the Cost of Equity Capital for Property-Liability Insurers”, Journal of Risk and Insurance, Vol. 72, No. 3, 441-478.

Derrig, Richard A., 1987, “The Use of Investment Income in Massachusetts Private Passenger Automobile and Workers’ Compensation Ratemaking,” Chapter 6, J.D. Cummins and S.E. Harrington, eds. Fair Rate of Return in Property-Liability Insurance, Hingham, MA, Kluwer-Nijhoff

Derrig, Richard A., 1993, “Price Regulation in US Automobile Insurance – A Case Study of Massachusetts Private Passenger Automobile Insurance 1978-1990”, The Geneva Papers on Risk and Insurance No. 67 (April), 158-173.

Derrig, Richard A., 1994, “Theoretical Considerations of the Effect of Federal Income Taxes on Investment Income in Property-Liability Ratemaking”, Journal of Risk and Insurance, Vol. 61, No. 4, 691-709.

Kahley, William J. and Halliwell, Leigh J., 1992 “The NCCI Internal Rate of Return and Cost of Capital Models”, NCCI Digest, Vol. 7, Issue 4, p. 37.

National Association of Insurance Commissions, 1984, Report of the Investment Income Task Force to the NAIC.

Taylor, Greg, 1994, “Fair Premium Rating Methods and the Relations Between Them,” Journal of Risk and Insurance, Vol. 61, No. 4, 592-615.