Casualty Actuarial Society

About Us

The Reinsurance Prize

This award is made to the author(s) of the best paper(s) nominated for the prize as determined by the CAS Committee on Reinsurance Research (CORR).

Papers will be judged by CORR on the basis of originality of ideas, understanding of complex concepts, contribution to reinsurance literature, thoroughness of ideas expressed, as well as whether the papers are understandable and practical. If no paper is considered worthy in a given year, the award shall not be made. The committee's decision will be final. Recipients need not be members of the CAS. The announcement of the award will normally be made at the CAS Seminar on Reinsurance. The amount of the Reinsurance Prize is currently $2,000.

Recipients of the Reinsurance Prize

2014
No program held

2013
David Morel
Pricing Catastrophe Excess of Loss Reinsurance Using Market Curves

2012
No program held

2011
David L. Homer and Richard A. Rosengarten
A Method for Efficient Simulation of the Collective Risk Model

2010
No program held

2009
Neil M. Bodoff and Yunbo Gan
An Analysis of the Market Price of Cat Bonds

2008
No Program Held

2007
No Program Held

2006
No Program Held

2005
Ira Robbin and Jesse DeCouto
“Coherent Capital for Treaty ROE Calculations”

2004
Gary G. Venter
“Quantifying Correlated Reinsurance Exposures with Copulas”

Shaun Wang
“Cat Bond Pricing Using Probability Transforms”

2003
Donald F. Mango
“Capital Consumption: An Alternative Methodology for Pricing Reinsurance”

2002
No Program Held

2001
Daniel D. Heyer
"Stochastic Dominance: A Tool for Evaluating Reinsurance Alternatives"

Rade T. Musulin and John W. Rollins
"Optimizing a Multi-Season Catastrophe Reinsurance Program With Private and Public Components"

2000
No Program Held

1999
Robert P. Butsic
"Capital Allocation for Property-Liability Insurers: A Catastrophe Reinsurance Application"

John M. Kulik
"A Practical Application of Modern Portfolio Theory to Capital Allocation"

1998
No Program Held

1997
Donald F. Mango
"An Application of Game Theory: Property Catastrophe Risk Load"

Gary Blumsohn
"Levels of Determinism in Workers Compensation Reinsurance Commutations"

Emily Canelo and Bryan C. Ware
"Evaluating Variations in Contract Terms for Casualty Clash Reinsurance Treaties"