CAS E-Forum, Spring 2013 Volume 2
2013 Spring-Volume 2 Including a Special Report on Contingent Capital and the Reinsurance 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 These papers have not been peer reviewed by any CAS Committee.
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TABLE OF CONTENTS
Sponsored by the CAS Valuation, Finance and Investments Committee
Understanding Contingent Capital
Kailan Shang, FSA, CFA, PRM, SCJP
2013 Reinsurance Call Papers
An Actuarial Model of Excess of Policy Limits Losses
Neil M. Bodoff, FCAS, MAAA
Classifying the Tails of Loss Distributions
Leigh J. Halliwell, FCAS, MAAA
Pricing Catastrophe Excess of Loss Reinsurance Using Market Curves (Including Populated and Blank Excel Worksheets)
David Morel, ACAS
Reinsurance Arrangements Minimizing the Total Required Capital
Yingzie Kevin Zhang, Ph.D., FCAS
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