Below is the carcas of a Japanese Rhinoceros Beetle. Some people buy them for pets but we were lucky enough to have them just show up in some palms. In fact, 25 people 'like' the Japanese Rhinoceros Beetle facebook page! If you are a palm lover, you want to watch out for these guys.
The mature female burrows down beside her selected plant. She leaves quite a large opening as shown in the photo below. Beetle hole is on the bottom left of this palm trunk.
Once underground, the beetle will lay her egg(s). The larva then begins to feed on the roots and up the heart of the palm. At my home, we lost 5 of our 6 Windmill palms, Trachycarpus fortunii, before we clicked in to what the problem was.
The first picture below shows the initial frond damage - by the time your palm is putting out brown fronds, it is probably too late to save it.
Other palms that the rhinoceros beetle likes to feed on are small Mediterranean Fan Palms, Chamerops humilis, and young Texas Sabals, Sabal texana. Once they have noticable trunk size, they don't seem to appeal to this beetle. I would imagine they also enjoy a Florida Sabal or Cabbage Palm.
Most problems with palms can be avoided with good irrigation and fertilization practices. This just happens to be an exception to that rule.