Spring 2003, Including the Reinsurance Discussion Papers

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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.