Casualty Actuarial Society

Publications

1999_Spring_Forum

1999 Spring, Reinsurance Call Papers

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Acrobat

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

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