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2009 Spring CAS E-Forum

Welcome to the new CAS E-Forum. The E-Forum replaces the traditional printed Forum as the means to disseminate non-refereed research papers to the actuarial community. The CAS will no longer distribute the Forum in hard copy format. The CAS is not responsible for statements or opinions expressed in the papers in the E-Forum. These papers have not been peer reviewed by any CAS Committee.

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2009 Reinsurance Call Papers

Unstable Loss Development Factors
Gary Blumsohn, FCAS, Ph.D., and Michael Laufer, FCAS, MAAA

An Analysis of the Market Price of Cat Bonds
Neil M. Bodoff, FCAS, MAAA, and Yunbo Gan, Ph.D

Common Pitfalls and Practical Considerations in Risk Transfer Analysis
Derek Freihaut, FCAS, MAAA, and Paul Vendetti, FCAS, MAAA
    Freihaut & Vendetti Appendix A
    Freihaut & Vendetti Appendix B

An Update to D’Arcy’s “A Strategy for Property-Liability Insurers in Inflationary Times”
Richard Krivo, FCAS

Additional Papers

Modeling Paid and Incurred Losses Together
Leigh J. Halliwell, FCAS

The Cost of Risk: A COTOR-VALCON Discussion
John A. Major, ASA, MAAA

Quantifying Uncertainty In Reserve Estimates
Zia Rehman, FCAS, MAAA, and Stuart Klugman, Ph.D., FSA

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