Casualty Actuarial Society E-Forum, Spring 2009
Casualty Actuarial Society E-Forum, Spring 2009 Including the 2009 CAS Reinsurance Call Papers The 2009 CAS Reinsurance Call Papers Presented at the 2009 Reinsurance Seminar May 18-19, 2009 Hamilton, Bermuda The Spring 2009 Edition of the CAS E-Forum is a cooperative effort between the Committee for the CAS E-Forum and the Committee on Reinsurance Research. The CAS Committee on Reinsurance Research presents for discussion four papers prepared in response to their 2009 Call for Papers. This E-Forum includes papers that will be discussed by the authors at the 2009 Reinsurance Seminar May 18-19, 2009, in Hamilton, Bermuda. 2009 Committee on Reinsurance Research Gary Blumsohn, Chairperson Avraham Adler Guo Harrison Michael L. Laufer Nebojsa Bojer David L. Homer Yves Provencher Jeffrey L. Dollinger Ali Ishaq Manalur S. Sandilya Robert A. Giambo Amanda Kisala Michael C. Tranfaglia Leigh Joseph Halliwell Richard Scott Krivo Joel A. Vaag Robert L. Harnatkiewicz Alex Krutov Paul A. Vendetti Casualty Actuarial Society E-Forum, Spring 2009 ii 2009 Spring E-Forum Table of Contents 2009 Reinsurance Call Papers Unstable Loss Development Factors Gary Blumsohn, FCAS, Ph.D., and Michael Laufer, FCAS, MAAA................................................... 1-38 An Analysis of the Market Price of Cat Bonds Neil M. Bodoff, FCAS, MAAA, and Yunbo Gan, Ph.D....................................................................... 1-26 Common Pitfalls and Practical Considerations in Risk Transfer Analysis Derek Freihaut, FCAS, MAAA, and Paul Vendetti, FCAS, MAAA.................................................... 1-23 An Update to D’Arcy’s “A Strategy for Property-Liability Insurers in Inflationary Times” Richard Krivo, FCAS .................................................................................................................................. 1-16 Additional Papers Paid Incurred Modeling Leigh J.
[Show full text]