Casualty Actuarial Society


CAS E-Forum

CAS E-Forum, Winter 2013

Including two Independent Research 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 These papers have not been peer reviewed by any CAS Committee.

Table of Contents

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Independent Research

A Note on the Upper-Truncated Pareto Distribution
David R. Clark, FCAS

Calibration of a Jump Diffusion
Rasa Varanka McKean, ACAS, MAAA


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