CAS E-Forum, Spring 2015
Featuring the Reinsurance Call Papers and Independent Research
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 These papers have not been peer reviewed by any CAS Committee.
Table of Contents
Download the Complete 2015 Spring Forum
Reinsurance Call Papers
The Actuary's Role in Transfer Pricing Lynne Bloom, FCAS, MAAA, and Marc Oberholtzer, FCAS, MAAA Additional Material
The Lognormal Random Multivariate Leigh Halliwell, FCAS, MAAA
Stochastic Ordering of Reinsurance Structures Owen H. Jeng
The Consideration of Loss Timing for Risk Transfer Analysis Peter J. Johnson, FCAS, MAAA
Commutation Pricing – Cedent and Reinsurer Perspectives Brian MacMahon, FCAS, CERA
An Enhanced Understanding of Using the RAA Excess Casualty Loss Development Study for a Reserve Analysis Chaim Markowitz, ACAS, MAAA
An Integrated Approach to the Design of a Reinsurer's Data Architecture Isaac Mashitz, FCAS, MAAA, Ph.D
Sharpe Ratio Optimization of an Excess of Loss Reinsurance Contract Sameer Nahal, FCAS Excel Model
Independent Research
A New Model For Weathering Risk: CDOS for Natural Catastrophes Aaron C. Koch, FCAS, MAAA
A Frequency-Severity Stochastic Approach to Loss Development Uri Korn, FCAS, MAAA
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