2011 Spring CAS E-Forum
Including the 2011 Reinsurance Research Call Papers
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 These papers have not been peer reviewed by any CAS Committee.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
Reinsurance Research Call Papers
Some Considerations With Regard To Inflation
Matthew Ball, FIA, and Andy Staudt, FCAS, MAAA
Conditional Probability and the Collective Risk Model
Leigh J. Halliwell, FCAS, MAAA
A Method for Efficient Simulation of the Collective Risk Model
David L. Homer and Richard A. Rosengarten
- CAD2 Reinsurance Example (.xls)
International Evidence on Medical Spending
Robert D. Lieberthal
Index Clause for Aggregate Deductibles and Limits in Non-Proportional Reinsurance
Ka Chun Yeung, FCAS, FIAA, CCRA
Addition Paper
The Conditional Validity of Risk-Adjusted Discounting
Leigh J. Halliwell, FCAS, MAAA
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