Spring 2003, Including the Reinsurance Discussion Papers
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Table of Contents Download Entire Volume
Reinsurance Papers
The Valuation of Stochastic Cash Flows by Leigh J. Halliwell, FCAS, MAAA
The Aggregation and Correlation of Reinsurance Exposure by Glenn G. Meyers, FCAS, MAAA, Fredrick L. Klinker, FCAS, MAAA, and David A. Lalonde, FCAS, MAAA, FCIA
Correlation by Thomas Struppeck, FCAS, MAAA
Estimating the Parameter Risk of a Loss Ratio Distribution by Charles E. Van Kampen, FCAS, MAAA
Quantifying Correlated Reinsurance Exposures with Copulas by Gary G. Venter, FCAS, MAAA
On the Optimality of Multiline Excess of Loss Covers by Jean-Francois Walhin
Hedging Catastrophe Risk Using Index-Based Reinsurance Instruments by Lixin Zeng
Data Management Call Paper *
Martian Chronicles: Is MARS Better than Neural Networks? by Louise A. Francis, FCAS, MAAA *First published in the Winter 2003 Forum; republished in its entirety.
Copyright � 2003 Casualty Actuarial Society. All Rights Reserved.
