CAS E-Forum, Spring 2013 Volume 2
2013 Spring-Volume 2 Including a Special Report on Contingent Capital and the Reinsurance Call Papers
The E-Forum replaces the traditional printed Forum as the means to disseminate non-refereed research papers to the actuarial community. The CAS will no longer distribute the Forum in hard copy format. The CAS is not responsible for statements or opinions expressed in the papers in the E-Forum. These papers have not been peer reviewed by any CAS Committee.
These files are in Portable Document Format (PDF), you will need to download the Acrobat Reader to view the articles.
TABLE OF CONTENTS
Download Complete Issue
Research Report
Sponsored by the CAS Valuation, Finance and Investments Committee Understanding Contingent Capital Kailan Shang, FSA, CFA, PRM, SCJP
- Contingent Capital Quantitative Analysis Tool [xls]
2013 Reinsurance Call Papers
An Actuarial Model of Excess of Policy Limits Losses Neil M. Bodoff, FCAS, MAAA
Classifying the Tails of Loss Distributions Leigh J. Halliwell, FCAS, MAAA
Pricing Catastrophe Excess of Loss Reinsurance Using Market Curves (Including Populated and Blank Excel Worksheets) David Morel, ACAS
- Populated Excel Worksheets Blank Excel Worksheets
Reinsurance Arrangements Minimizing the Total Required Capital Yingzie Kevin Zhang, Ph.D., FCAS
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