Nathan Lord
PUBLICATIONS
"Can Long Tailed Lines of Business Really Afford Higher Loss Ratios?"
Casualty Actuarial Society Forum, Winter 2002
"Exposure Rating Casualty Reinsurance Excess Layers with Closed Form Annuity Models"
Casualty Actuarial Society Forum, Spring 2005
"Exposure Rating Loss Layers: Unifying the Property Perspective of Severity with the Liability Perspective of Frequency"
Casualty Actuarial Society Forum, Fall 2001
"Forecasting Workers Compensation Severities and Frequency Using the Kalman Filter"
coauthor with Schmid, Frank
Casualty Actuarial Society Forum, Winter 2007
"Modeling the Solvency Impact of TRIA on the Workers Compensation Insurance Industry"
coauthor with Shuford, Harry
Casualty Actuarial Society Discussion Paper Program 2005
"Pitfalls in the Probability of Ruin Type Risk Management"
Casualty Actuarial Society Forum, Fall 2001
"Simple Practical Estimation of Sub-Portfolio Catastrophe Loss Exceedance Curves with Limited Information"
Casualty Actuarial Society Forum, Spring 2005
"Earthquake Exposure in Workers Compensation"
coauthor with Barry Lipton, FCAS, MAAA
NCCI Workers Compensation Issues Report
2006
"Gaining Perspective on the Relative Cost of Medical Services By Age of
Claim and Accident Year—Complete Study"
coauthor with John Robertson
NCCI Issues Brief 2006
"Workers Compensation Excess Development"
NCCI Issues Brief 2007
"Workers Compensation Excess Loss Development"
NCCI Issues Brief 2011
"Introduction to the National Council on Compensation Insurance Experience Rating Plan and Its Actuarial Methodology”
Casualty Actuarial Society E-Forum, Winter 2014
"The Recent Review and Changes to the NCCI Individual Risk Experience Rating Plan”
-Casualty Actuarial Society E-Forum, Winter 2014
-Casualty Actuarial Society Variance, Vol. 9, No. 1, 2015
"The Optimal Number of Quantiles For Predictive Performance Testing of the NCCI Experience Rating Plan”
coauthor with Curtis Gary Dean
-Casualty Actuarial Society E-Forum, Winter 2014
-Casualty Actuarial Society Variance, Vol. 8, No. 2, 2014
"Tail Factor Convergence in Sherman’s Inverse Power Curve Loss Development Factor Model”
-Casualty Actuarial Society E-Forum, Fall 2014
-Casualty Actuarial Society Variance, Vol. 9, No. 2, 2015
"A Continuous Version of Sherman’s Inverse Power Curve Model with Simple Cumulative Development Factor Formulas”
-Casualty Actuarial Society E-Forum, Fall 2014
-Casualty Actuarial Society Variance, Vol. 9, No. 2, 2015
"Minimum Bias, GLMs, and Credibility in the Context of Predictive Modeling”
coauthor with Christopher Gross
-Casualty Actuarial Society E-Forum, Winter 2017
-Casualty Actuarial Society Variance, Vol. 12, No. 1, 2018
“Applying Maximum Entropy Distributions To Determine Actuarial Models”
-anticipated to appear soon in: Casualty Actuarial Society E-Forum, Winter 2020