2009 Spring 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 These papers have not been peer reviewed by any CAS Committee.
These files are in Portable Document Format (PDF), you will need to download the Acrobat Reader to view the articles.
Table of Contents
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's
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
Copyright © Casualty Actuarial Society. All Rights Reserved.
