"An Introduction to Extreme Value Theory"

Authored article on "An Introduction to Extreme Value Theory," that was published in the May 2011 edition of the CPCU International Insurance Interest Group periodical.

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  • "Modeling Loss Emergence and Settlement Processes"

  • As Chairperson of the CAS Loss Simulation Model Working Party (LSMWP), Robert Bear led the development of the open source Loss Simulation Model that can be used to test loss reserving methods and models. He contributed to the LSMWP paper on "Modeling Loss Emergence and Settlement Processes" that was presented at the 2010 Casualty Loss Reserve Seminar.

  • "Insurance Capital as a Shared Asset"

  • Authored discussion of Donald Mango's 2005 ASTIN paper on "Insurance Capital as a Shared Asset," that was published in the CAS 2006 Fall Forum.

    "Measuring Returns after Reflecting the Rental Cost of Rating Agency Capital"

    Authored article on "Measuring Returns after Reflecting the Rental Cost of Rating Agency Capital," that was published in the July 2006 edition of the CAS Risk Management Section periodical.

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  • "Riskiness Leverage Models"

  • Authored discussion of Rodney Kreps' paper on "Riskiness Leverage Models," that was published in the 2005 CAS Proceedings.

    "An Analysis of Excess Loss Development"

    Authored discussion of the Pinto-Gogol paper on "An Analysis of Excess Loss Development," that was published in the 1992 CAS Proceedings.

  • Paper on Reinsurance Pricing

  • Co-authored with Kenneth Nemlick the paper "Pricing the Impact of Adjustable Features and Loss Sharing Provisions of Reinsurance Treaties," that was published in the 1990 CAS Proceedings. This paper won the 1991 Woodward-Fondiller prize, which recognizes evidence of ability for original research and the solution of advanced insurance problems.

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    "Hyperperfect Numbers"

    Co-authored with Daniel Minoli the paper "Hyperperfect Numbers," that was published in the 1975 University of Oklahoma Pi Mu Epsilon Journal. Paper is referenced in Wikipedia under "hyperperfect number."