Vol. 2004, 2004November 15, 2004 EDT
Distribution-Based Pricing Formulas Are Not Arbitrage-Free [Discussion]
Distribution-Based Pricing Formulas Are Not Arbitrage-Free [Discussion]
Michael G Wacek,
Articles in Vol. 2004, 2004
Vol. 2004, 2004
- Reconciliation and the Actuarial OpinionMargaret Wendy GermaniHolmes M Gwynn
- Atypical Circumstances in Statements of Actuarial Opinion on P&C Loss Reserves: Professional Considerations and Sample WordingsThomas L GhezziDavid S Powell
- Estimating and Incorporating Correlation in Reserve VariabilityRoger M Hayne
- An Introduction to Reserving and Financial Reporting Issues for Non-Traditional ReinsuranceDerek A. Jones
- Reserving in a Changing Environment: Responding to the Impact of Layoffs, Plant Closures and Downsizing in Reserving for Workers Compensation LiabilitiesRonald T KozlowskiAtul S Malhotra
- International Accounting Standards Applied to Property and Casualty Insurance-Overview of Reserving IssuesJames K ChristieScott H DrabBruce D MooreSamit Shah
- Estimating the Workers' Compensation TailGordon F DissRichard E Sherman
- Obtaining Predictive Distributions for Reserves Which Incorporate Expert OpinionRichard J Verrall
- Presenting DRM Results to Decision Makers: A Summary ReportMichael R LarsenNathan J BabcockRaju BohraPatrick J CroweAleksey S PopelyukhinNathan SchwartzScott SobelRobert J Walling
- Report of the 2003 CAS Membership Survey Task ForceJoanne S SpallaRoger M HayneDouglas W OliverStephen W PhilbrickAlessandrea C QuaneJames B Rowland
- Exposure Dependent Modeling of Percent of Ultimate Loss Development CurvesIra Robbin
- Pricing for Systematic RiskFrank F Schnapp
- The Seventh Game- An Example of Pricing ArbitrageThomas Struppeck
- Estimation of Trends Using Ordinary Differential Equations: An Application to Occupational InjuriesGregory James EnglAmin Ussif
- Commercial Lines Price MonitoringTrent R Vaughn
- Equity Risk Premium: Expectations Great and SmallRichard A DerrigElisha D Orr
- Gradients of Risk Measures: Theory and Application to Catastrophe Risk Management and Reinsurance PricingJohn A Major
- Integrating Actuarial and Underwriting Disciplines to Improve Underwriting OutcomesG Chris Nyce
- The Cost of Conditional Risk FinancingFrank F Schnapp
- Arbitrage Free Risk Loads For BrokersChristopher M Steinbach
- Credible Risk Classification-How To Create Risk Classification Systems With the Maximum Price DifferentiationWhile Addressing Concerns of CredibilityBenjamin Joel Turner
- A View Inside the "Black Box:" A Review and Analysis of Personal Lines Insurance Credit Scoring Models, A View Inside the "Black Box:" A Review and Analysis of Personal Lines Insurance Credit Scoring Models Filed in the State of VirginiaJohn R Lucker,Cheng-Sheng Peter Wu
- Valuing Stochastic Cash Flows: A Thought ExperimentLeigh J Halliwell
- A Cash Flow Model for Forecasting Underwriting Investment IncomeLouis B Spore
- Final Report of the CAS Research Project on Full Information Equity Betas for Property-Liability Insurance Including By-Line EstimatesRisk Premium Project
- The "Modified Bornhuetter-Ferguson" Approach to IBNR AllocationPhoebe TinneyTrent R Vaughn
- Distribution-Based Pricing Formulas Are Not Arbitrage-Free [Discussion]Michael G Wacek
- Distribution-Based Pricing Formulas Are Not Arbitrage-Free [Discussion]Gary G Venter
- Distribution-Based Pricing Formulas Are Not Arbitrage-Free [Author's Reply]David L Ruhm
- Ratemaking: A Financial Economics Approach [Discussion]Michael G Wacek
- Value Creation in Insurance - A Finance PerspectiveRussell E Bingham
- Classification Ratemaking - Further DiscussionRobert L Brown
- Simpson's Paradox, Confounding Variables, and Insurance RatemakingJohn A StenmarkCheng-Sheng Peter Wu
- Minimum Distance Estimation of Loss Distributions (Discussion)Clive L Keatinge
Wacek, Michael G. 2004. “Distribution-Based Pricing Formulas Are Not Arbitrage-Free [Discussion].” CAS Forum 2004 (November).