CAS: Forums: Spring 1997, Reinsurance Call Papers

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Casualty Actuarial Society

Casualty Actuarial Society

1997_Spring_Forum

Spring 1997, Reinsurance Call Papers

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Table of Contents
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A Simulation Approach in Excess Reinsurance Pricing

An Application of Game Theory: Property Catastrophe Risk Load
Donald F. Mango, FCAS

Levels of Determinism in Workers Compensation Reinsurance Commutations
Gary Blumsohn, FCAS

Capital and Risk and their Relationship to Reinsurance Programmes
Stewart M. Coutts and Timothy R.H. Thomas

Comparing Reinsurance Programs-A Practical Actuary's System
Robert A. Daino, FCAS and Charles A. Thayer

Pricing Extra-Contractual Obligations and Excess of Policy Limits Exposures in Clash Reinsurance Treaties
Paul Braithwaite, FCAS and Bryan C. Ware, FCAS

Evaluating Variations in Contract Terms for Casualty Clash Reinsurance Treaties
Emily Canelo and Bryan C. Ware, FCAS

Loss Development and Annual Aggregate Deductibles
Vincent P. Connor, ACAS

An Integrated Pricing and Reserving Process for Reinsurers
Leonard R. Goldberg, FCAS and Joseph LaBella

Reinsurance Contracts with a Multi-Year Aggregate Limit
Regina M. Berens, FCAS

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