Spring 2005 Forum Including the Reinsurance Call Papers
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Table of Contents
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2005 CAS Reinsurance Call Papers
On Optimal Reinsurance Arrangement Yisheng Bu, Ph.D
Exposure Rating Casualty Reinsurance Excess Layers With Closed Form Annuity Models Jonathan Evans, FCAS, MAAA
Simple Practical Estimation of Sub-Portfolio Catastrophe Loss Exceedance Curves with Limited Information Jonathan Evans, FCAS, MAAA
Reinsuring for Catastrophes through Industry Loss Warranties - A Practical Approach Ali Ishaq, FCAS, MAAA
On the Optimality of Proportional Reinsurance I. Lampaert, FKVBA, and J.F. Walhin, Ph.D., FARAB
Transition Matrix Theory and Individual Claim Loss Development John B. Mahon
An Improved Method for Experience Rating Excess of Loss Treaties using Exposure Rating Techniques Ana J. Mata, Ph.D., and Mark A. Verheyen, FCAS, MAAA
On Predictive Modeling for Claim Severity Glenn Meyers, FCAS, MAAA, Ph.D.
Coherent Capital for Treaty ROE Calculations Ira Robbin, Ph.D., and Jesse DeCouto
Stochastic Excess-of-Loss Pricing within a Financial Framework Doris Schirmacher, Ph.D., FCAS, Ernesto Schirmacher, Ph.D., FSA, and Neeza Thandi, Ph.D., FCAS, MAAA
Additional Papers
Reinsurance Applications for the RMK Framework David R. Clark, FCAS, MAAA
Bridging Minimum Bias And Maximum Likelihood Methods Through Weighted Equation Noriszura Ismail and Abdul Aziz Jemain, Ph.D.
Copyright � 2005 Casualty Actuarial Society. All Rights Reserved.
