1999 Spring, Reinsurance Call Papers
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Table of Contents
Capital Allocation for Property-Liability Insurers: A Catastrophe Reinsurance Application
Robert P. Butsic, ASA, MAAA
ROE, Utility and the Pricing of Risk
Leigh J. Halliwell, FCAS, MAAA
A Practical Application of Modern Portfolio Theory to Capital Allocation
John M. Kulik, FCAS, MAAA
Underwriting Risk
Glenn G. Meyers, Ph.D., FCAS, MAAA
Integrated Financial Risk Management: Capital Allocation Issues
John M. Mulvey, Ph.D., Michael J. Belfatti, FCAS, MAAA, and
Chris K. Madsen, ASA, MAAA, CFA
The Use of Risk Adjusted Capital to Support Business Decision-Making
Gary S. Patrik, FCAS, MAAA, Stefan Bernegger, and Marcel Beat Rüegg
Additional paper to be presented at the 1999 Seminar on Reinsurance
Random Number Generation Using Low Discrepancy Points
Download Excel Spreadsheet
Donald F. Mango, FCAS, MAAA
Additional Papers
A Practical Suggestion for Log-Linear Workers Compensation Cost Models
Dan Corro
The Rate of Return on Investment
William R. Gillam, FCAS, MAAA
Insights into Present Value and Duration
Leigh J. Halliwell, FCAS, MAAA
