1999 Spring, Reinsurance Call Papers
These files are in Portable Document Format (PDF), you will need to download the Acrobat Reader to view the articles.
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
Copyright � 1999 Casualty Actuarial Society. All Rights Reserved.
