Spring 2005 Forum Including the Reinsurance Call Papers
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Table of Contents
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.
