Major, John A. (2012) "Risk Valuation for Property-Casualty Insurers," Variance (to appear). Mango, Donald F. (2003) Consumption: An Alternative Methodology for Pricing “Capital Reinsurance,” Casualty Actuarial Society Forum Casualty Actuarial Society - Arlington, Virginia, 2003: Winter, 351-379. Venter, Gary G., Spencer M. Gluck, and Paul J. Brehm (2007) Value in “Measuring Reinsurance,” in Paul J. Brehm et al., eds.: Enterprise Risk Analysis: A Practical Guide to Standard Models and Emerging Solutions, New York: Guy Carpenter and Company, LLC.
Major, John A. (2012) "Risk Valuation for Property-Casualty Insurers," Variance (to appear). Mango, Donald F. (2003) “Capital Consumption: An Alternative Methodology for Pricing Reinsurance,” Casualty Actuarial Society Forum Casualty Actuarial Society - Arlington, Virginia, 2003: Winter, 351-379. Venter, Gary G., Spencer M. Gluck, and Paul J. Brehm (2007) “Measuring Value in Reinsurance,” in Paul J. Brehm et al., eds.: Enterprise Risk Analysis: A Practical Guide to Standard Models and Emerging Solutions, New York: Guy Carpenter and Company, LLC.
CapitalTranchingv.docx