General Insurance Convention (GIRO) papers 2012

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