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General Insurance Convention (GIRO) papers 2012

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39th Annual General Insurance Convention papers

Contents:

 

  • Catastrophe model blending
  • Back-testing the ODP bootstrap of the paid chain-ladder model with actual historical claims data
  • Capital tranching: A RAROC approach to assessing reinsurance cost effectiveness
  • Game thoery in general insurance
  • Practical issues in the Solvency II Internal Model Approval Process (IMAP) for general insurance actuaries
  • Reinsurance structure and shareholder value
  • Reserving on a contract-by-contract basis
  • The financial crisis
  • Triangle-free reserving

Author

The Actuarial Profession

Publisher

The Actuarial Profession

Publication year

2012

ISBN

9781903965214