Casualty Actuarial Society


CAS E-Forum

CAS E-Forum, Spring 2015

Featuring the Reinsurance Call Papers and Independent Research

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 These papers have not been peer reviewed by any CAS Committee.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

Download the Complete 2015 Spring Forum

Reinsurance Call Papers

The Actuary's Role in Transfer Pricing
Lynne Bloom, FCAS, MAAA, and Marc Oberholtzer, FCAS, MAAA
Additional Material

The Lognormal Random Multivariate
Leigh Halliwell, FCAS, MAAA

Stochastic Ordering of Reinsurance Structures
Owen H. Jeng

The Consideration of Loss Timing for Risk Transfer Analysis
Peter J. Johnson, FCAS, MAAA

Commutation Pricing – Cedent and Reinsurer Perspectives
Brian MacMahon, FCAS, CERA

An Enhanced Understanding of Using the RAA Excess Casualty Loss Development Study for a Reserve Analysis
Chaim Markowitz, ACAS, MAAA

An Integrated Approach to the Design of a Reinsurer's Data Architecture
Isaac Mashitz, FCAS, MAAA, Ph.D

Sharpe Ratio Optimization of an Excess of Loss Reinsurance Contract
Sameer Nahal, FCAS
Excel Model

Independent Research

A New Model For Weathering Risk: CDOS for Natural Catastrophes
Aaron C. Koch, FCAS, MAAA

A Frequency-Severity Stochastic Approach to Loss Development
Uri Korn, FCAS, MAAA


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