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Spring 2003, Including the Reinsurance Discussion Papers
These files are in Portable Document Format (PDF), you will need to download the Acrobat Reader to view the articles.

Table of Contents
Download Entire VolumeReinsurance 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, FCIACorrelation
by Thomas Struppeck, FCAS, MAAAEstimating the Parameter Risk of a Loss Ratio Distribution
by Charles E. Van Kampen, FCAS, MAAAQuantifying Correlated Reinsurance Exposures with Copulas
by Gary G. Venter, FCAS, MAAAOn the Optimality of Multiline Excess of Loss Covers
by Jean-Francois WalhinHedging Catastrophe Risk Using Index-Based Reinsurance Instruments
by Lixin ZengData 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 © Casualty Actuarial Society. All Rights Reserved. Back to Forum Index

