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1. A Data-Analytic Method for Forecasting Next Record Catastrophe Loss
   We develop in this article a data-analytic method to forecast the severity of next record insured loss to property caused by natural catastrophic events...
2. A Method for Projecting Individual Large Claims
   Motivation: The paper will address the issue of estimating the uncertainty in the run off of individual large claims in insurance portfolios, which is often the primary source of uncertainty in the reserving risk component of insurance risk...
3. An Empirical Investigation of the Characteristics of Firms Adopting Enterprise Risk Management
   This paper uses a hazard model approach to examine the factors that influence firm level adoption of enterprise risk management (ERM)...
4. Analytical Evaluation of Economic Risk Capital for Portfolios of Gamma Risks
   Based on the notions of value-at-risk and expected shortfall, we consider two functionals, abbreviated VaR and RaC, which represent the economic risk capital of a risky business over some time period required to cover losses with a high probability...
5. Asset/Liability Matching (Five Moments)
   It is well known that re-investment risk can be greatly reduced to the assets which are assigned to support liabilities are “matched...
6. ASTIN Colloquium at Randers (Introductory Report to Subject A)
   Our discussions today will concern Subject A: Risk Theory, in particular the overall risk involved in operating an insurance concern...
7. Balancing of Ratemaking Assumptions and Annual Financial Planning Assumptions, The
   When an elaborate operational and financial plan is prepared for the following year, including assumptions regarding prospective rate changes, goals are made with regard to premium levels and profitability...
8. Betas calculated with Garch models provides new parameters for a Portfolio selection with an Efficient Frontier
   This paper is a summary of the appliance of the Arch models in the selection of as best Portfolio...
9. Buyer's Guide for Options on a Catastrophe Index, A
   In the wake of recent catastrophes, a new way of transferring insurance risk was born...
10. Capital Adequacy and Risk Management in Insurance
    This paper tells of the importance of capital for insurance companies and how, as a result of the crises of 2000-2003, they have learned to better manage their capital and risk...
11. Collective Theory of Risk and Utility Functions
    In a series of studies K...
12. Common Risk Factors in the Returns on Stocks and Bonds
    This paper identifies five common risk factors in the returns on stocks and bonds...
13. Comparing Alternative Structures of Financial Alliances
    In this paper, we study alliances between banks and insurance companies...
14. Complex Dynamics, Market Mediation and Stock Price Behavior
    Most exchanges in a decentralized economy are mediated by agents who make markets...
15. Complex Dynamics, Market Mediation and Stock Price Behavior [Discussion]
    [Discussion begins on page 16 of PDF...
16. Concentration Charge: Reflecting Catastrophe Exposure Accumulation in Rates, The
    Diversification of exposure concentration means geographical balancing amongst capacity providers - insurers, reinsurers, or capital market participants...
17. Contracting Incentives and Compensation for Property-Liability Insurer Executives
    This article examines several hypotheses about the structure and level of compensation for 103 property-liability chief executive officers (CEOs) from 1995 through 1997...
18. Convergence in Wholesale Financial Services: Reinsurance and Investment Banking
    One of the most significant economic developments of the past decade has been the convergence of the previously separate segments of the financial services industry - particularly the banking and insurance sectors...
19. Corporate Hedging in the Insurance Industry: The Use of Financial Derivatives by US Insurers
    In this paper we investigate the extent to which insurance companies utilize financial derivatives contracts in the management of risks...
20. Corporate Hedging in the Insurance Industry: The Use of Financial Derivatives by US Insurers [Author's reply]
    [Author's Reply begins on page 36 of the PDF...
21. Corporate Hedging in the Insurance Industry: The Use of Financial Derivatives by US Insurers [Discussion]
    The use of financial derivatives is widespread yet controversial, so it is timely that these authors provide an analysis of what kind of insurers tend to use which instruments, and also some insights into why they use them...
22. Corporate Hedging in the Insurance Industry: The Use of Financial Derivatives by US Insurers [Discussion]
    This paper begins by providing a comprehensive accounting of the level and type of financial derivatives by U...
23. Corporate Hedging in the Insurance Industry: The Use of Financial Derivatives by US Insurers [Discussion]
    Derivatives can be used effectively as financial risk management tools, and the derivatives markets have grown and evolved considerably over the last several years in response to the complex risk profiles currently facing firms participating in today's global economy...
24. Cost of Mixing Reinsurance; The
    Excess and surplus lines underwriters, and others, rely heavily on facultative reinsurance support as an important part of their underwriting function...
25. Customizing the Public Access Model Using Publicly Available Data
    Dynamic Financia1 Analysis is an extremely powerful tool for all aspects of the insurance operation...

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