CARe Reinsurance and Capital Market

Pricing Methods Handouts

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Capital Allocation for Reinsurance Pricing
Daniel F. Gogol, ACAS, GeneralCologne Re

Relating Excess of Loss Reinsurance to Various Forms of Options, Including a Comparison of Pricing Methods
John G. Aquino, FCAS, Aon Re Services
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Comparison of Reinsurance and Capital Market Pricing for Risks That Cannot be Hedged
Sergei E. Esipov, Centre Solutions
Donald F. Mango, FCAS, American Re-Insurance Company
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Using CAPM to Analyze Various Asset Allocation and Leverage Strategies for Maximizing an Insurance Companies Value and Risk-Reward Relationship
Daniel F. Gogol, ACAS, General Cologne Re

Property Catastrophe Securitization Case Study
John Kiernan, Lehman Brothers
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Energy Derivatives: How They Are Priced, How the Cost of Capital is Considered, and Potential Opportunities for Reinsurers
Jack Cogen, Natsource
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Exposures Traditionally Covered in the Financial Markets: Assessment of Capital Market Pricing, Areas of Opportunity and Potential Pitfalls for Reinsurers
Nicholas P. Giuntini, FCAS, Swiss Re New Markets
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