NCCI’s 2007 Hazard Group Mapping

By John P. Robertson

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Abstract

Excess loss factors, which are ratios of expected losses excess of a limit to total expected losses, are used by the National Council on Compensation Insurance (NCCI) in class ratemaking (estimating the expected ratio of losses to payroll for individual workers compensation classifications) and are used by insurance carriers to determine premiums for certain retrospectively rated policies (on policies for which claims used in the premium determination are subject to a per-claim limitation). Collections of workers compensation classifications that use the same expected excess loss factors are called hazard groups. At the beginning of 2007, NCCI implemented a new seven-hazard-group system, replacing the previous four-hazard-group system. This paper describes the analysis that led to the assignment of classes to the new seven hazard groups.

KEYWORDS: Hazard group, excess loss factor, excess ratio, cluster analysis, weighted k-means algorithm, standardization, credibility, injury type

Citation

Robertson, John P., "NCCI’s 2007 Hazard Group Mapping," Variance 3:2, 2009, pp. 194-213.

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Variance is a peer-reviewed journal published by the Casualty Actuarial Society to disseminate work of interest to casualty actuaries worldwide. The focus of Variance is original practical and theoretical research in casualty actuarial science. Significant survey or similar articles are also considered for publication. Membership in the Casualty Actuarial Society is not a prerequisite for submitting papers to the journal and submissions by non-CAS members is encouraged.