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CAS Discussion Paper
Vol. 1982, 1982June 01, 1982 EDT

Optimization of Excess Portfolios [Discussion]

Lyle W DeGarmo,
Excess PortfoliosPortfolio Optimization

Articles in Vol. 1982, 1982

Vol. 1982, 1982
  • A Note on Loss Distributions
    J Gary LaRose
  • A Model of Industry General Liability Net Written Premium
    Gregory N AlffJames R Nikstad
  • The Optimal Use of Depopulation Credits in the Private Passenger Auto Residual Market
    Thomas J Kozik
  • The 1979 NCCI Remarriage Table
    Philip E Heckman
  • The 1979 NCCI Remarriage Table [Discussion]
    Alfred O Weller
  • General Liability Ratemaking: An Update [Discussion]
    Warren H Johnson
  • Actuarial Valuation of Property/Casualty Insurance Companies [Discussion]
    Stephen P Lowe
  • Actuarial Valuation of Property/Casualty Insurance Companies [Discussion]
    Robert V DeutschRobert Rothman
  • An Examination of Credibility Concepts [Discussion]
    Thomas N Herzog
  • A Strategy for Property-Liability Insurers in Inflationary Times
    Stephen P D'Arcy
  • A Note of Calendar Year Loss Ratios
    Allan I Schwartz
  • Estimating Probable Maximum Loss with Order Statistics
    Margaret E Wilkinson
  • Scale Adjustments to Excess Expected Losses
    Gary G Venter
  • A Capacity Management Model Based on Utility Theory
    John M CozzolinoNaomi Baline Kleinman
  • Optimization of Excess Portfolios
    Philip E HeckmanPhillip N Norton
  • Optimization of Excess Portfolios [Discussion]
    Lyle W DeGarmo
  • Parameter Uncertainty in the Collective Risk Model
    Glenn G MeyersNathaniel Schenker
  • Reinsuring the Captive/Specialty Company
    Lee R Steeneck
CAS Forum
DeGarmo, Lyle W. 1982. “Optimization of Excess Portfolios [Discussion].” CAS Forum 1982 (June).
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