Vol. 1998, 1998November 09, 1998 EDT
Reinsurer Risk Loads from Marginal Surplus Requirements [Discussion]
Reinsurer Risk Loads from Marginal Surplus Requirements [Discussion]
Paul J Kneuer,
Articles in Vol. 1998, 1998
Vol. 1998, 1998
- Testing the Assumptions of Age-to-Age FactorsGary G. Venter
- Best Estimate Loss Reserving: An Actuarial PerspectiveKathleen A BlumDavid J Otto
- The Philosophy of ReservingRobert A Buchanan
- Efficient Estimators Through Data SegmentationWilliam J Lakins
- Using Utility Theory For Describing Best Estimate ReservesMark W Littmann
- Is the 'Best Estimate' Best?Jan A LommeleMichael G McCarter
- Statistical Modeling Techniques for Reserve Ranges: A Simulation ApproachChandu C PatelAlfred Raws
- Estimating the Variability of Loss ReservesRichard E Sherman
- Sources of Bias and Inaccuracy in the Development of a Best EstimateMichael S SteinRichard Stein
- Using Best Practices to Determine a Best Reserve EstimatePaul R HussianPaul J Struzzieri
- Some Extensions of J.N. Stanard's Simulation Model for Loss ReservingRichard L Vaughan
- Best Estimates for ReservesBenjamin ZehnwirthGlen Barnett
- A Portfolio Management System for Catastrophe Property LiabilitiesAdam J BergerJohn M MulveyKevin NishRobert Rush
- Applying a DFA Model to Improve Strategic Business DecisionsSalvatore CorrentiDaniel B IsaacStephen M Sonlin
- Using the Public Access DFA Model: A Case StudyStephen P D'ArcyRichard W GorvettThomas E HettingerRobert J Walling
- On the Cost of Financing Catastrophe InsuranceGlenn G MeyersJohn J Kollar
- Linking Strategic and Tactical Planning Systems for Dynamic Financial AnalysisChris K MadsenFrançois MorinJohn M Mulvey
- Stochastic Modeling and Error Correlation in Dynamic Financial AnalysisSon T Tu
- Implications of Reinsurance and Reserves on Risk of Investment Asset AllocationMohammed Q AshabAlex BushelJohn W GradwellGary G Venter
- Profitability Targets: DFA Provides Probability EstimatesSusan E Witcraft
- Pricing Catastrophe Reinsurance with Reinstatement Provisions Using a Catastrophe ModelRichard R AndersonWemin DongJohn J Kollar
- Catastrophe Risk Mitigation: A Survey of MethodsLewis V Augustine
- Workers' Compensation D-Ratios: An Alternative Method of EstimationHoward C Mahler
- Techniques for the Conversion of Loss Development FactorsLouis B Spore
- Applications of Resampling Methods in Dynamic Financial AnalysisKrzysztof M Ostaszewski
- The Application of Cumulative Distribution Functions in the Stochastic Chain Ladder ModelSon T Tu
- The Balancing of Ratemaking Assumptions and Annual Financial Planning AssumptionsScott C Anderson
- Pricing the Hurricane Peril - Change is OverdueDavid R Chernick
- The Usefulness of the R-squared StatisticRoss A Fonticella
- Statistical Models and CredibilityLeigh J Halliwell
- The Analysis of the Effect of the Tort Reform Legislation on Expected Liability Insurance LossesJason IsraelAllan A Kerin
- The Concentration Charge: Reflecting Catastrophe Exposure Accumulation in RatesDonald F Mango
- A Frequency Based Model for Excess Wind in Property RatemakingTimothy L McCarthy
- Actuarial Implications of Texas Tort ReformJerrod W RappMichael J Miller
- Investment-Equivalent Reinsurance PricingRodney E Kreps
- A Comparison of Property/Casualty Insurance Financial ModelsStephen P D'ArcyRichard W Gorvett
- Smoothing Weather Losses: A Two-Side Percentile ModelCurtis Gary DeanDavid N HaflingMark WengerWilliam Wilson
- Workers Compensation Excess Ratios: An Alternative Method of EstimationHoward C Mahler
- An Application of Game Theory: Property Catastrophe Risk LoadDonald F Mango
- A Buyer's Guide for Options on a Catastrophe IndexGlenn G Meyers
- The Impact of Investment Strategy on the Market Value and Pricing Decisions of a Property/Casualty InsurerTrent R Vaughn
- Reinsurer Risk Loads from Marginal Surplus Requirements [Discussion]Paul J Kneuer
- Estimating the Premium Asset on Retrospectively Rated Policies [Discussion]Sholom Feldblum
- Retrospective Rating: 1997 Excess Loss Factors [Discussion]Howard C Mahler
- Personal Automobile: Cost Drivers, Pricing, and Public PolicyJohn B ConnersSholom Feldblum
- The Mechanics of a Stochastic Corporate Financial ModelGerald S KirschnerWilliam C Scheel
- Credibility With Shifting Risk Parameters, Risk Heterogeneity, and Parameter UncertaintyHoward C Mahler
- A Graphical Illustration of Experience Rating CredibilitiesHoward C Mahler
- The Myers-Cohn Profit Model: A Practical ApplicationHoward C Mahler
- Studying Policy Retention Rates Using Markov ChainsJoseph O Marker
- Aggregation of Correlated Risk Portfolios: Models and AlgorithmsShaun Wang
- Implementation of Proportional Hazards Transforms in RatemakingShaun Wang
- Implementation of Proportional Hazards Transforms in Ratemaking [Discussion]Gary G Venter
- The Complement of Credibility [Discussion]Sholom Feldblum
Kneuer, Paul J. 1998. “Reinsurer Risk Loads from Marginal Surplus Requirements [Discussion].” CAS Forum 1998 (November).