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Spring 2005 Forum Including the Reinsurance Call Papers

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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.

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