A. Hachemeister Prize
This prize was established in 1993 in recognition of Charles A.
Hachemeister's many contributions to Actuarial Studies in Non-Life
and his efforts to establish a closer relationship between the
Casualty Actuarial Society (CAS) and ASTIN.
eligible for the prize include articles, workshop
articles, and/or invited papers published in the
in addition to papers and Speakers' Corner papers presented at
the ASTIN or AFIR/ERM Colloquium, in the calendar year prior to the
prize award. Papers presented at an International Actuarial Association
(IAA) Congress are also eligible for this award.
Papers will be judged by a specifically appointed committee of
the CAS. Emphasis will be placed on the paper's impact for North
American actuaries and practicality of application. The committee's
decision will be final.
For further information about the Hachemeister Prize, contact:
CAS Hachemeister Prize Committee
Casualty Actuarial Society
Recipients of the Hachemeister Prize
||Michael Fackler "Reinventing Pareto: Fits for Both Small and Large Losses"
||C. Dutanga, H. Albrecher, S. Loisel "A game-theoretic approach to non-life insurance markets"
||Chi, Yichun and Tan, Ken Seng "Optimal Reinsurance Under VaR and CVaR Risk Measures: A Simplified Approach"
||Miccolis, Robert S. and David E. Heppen "A Practical Approach to Risk Margins and the Measurement of Insurance Liabilities for Property and Casualty (General Insurance) under Developing International Financial Reporting Standards"
||Edward W. Frees, Peng Shi, and Emiliano A. Valdez "Actuarial Applications of a Hierarchical Insurance Claims Model"
||Thomas Mack "The Prediction Error of Bornhuetter/Ferguson"
||Thomas Wright "A General Framework for Forecasting Numbers of Claims"
||Emmanuel Bardis, Christina Gwilliam, Stephen P. Lowe, and Atul Malhotra "Considerations Regarding Standards of Materiality in Estimates of Outstanding Liabilities"
||William H. Panning, "Measuring Loss Reserve Uncertainty"
||Jon Holtan, "Pragmatic Insurance Option Pricing"
F. Mango, "Capital Consumption: An Alternative
Method for Pricing Reinsurance"
||Shaun S. Wang, "A
Universal Framework for Pricing Financial and Insurance Risk"
||Nicholas E. Frangos and Spyridon D. Vrontos, "Design
of Optimal Bonus-Malus Systems with a Frequency and a Severity
Component on an Individual Basis in Automobile Insurance"
||Morton Lane, "Pricing
Risk Transfer Transactions"
||Uwe Schmock, "Estimating
the Value of the WinCAT Coupons of the Winterthur Insurance
||James A. Tilley, "The Securitization of Catastrophic
||Stephen P. Lowe and James N. Stanard, "An
Integrated Dynamic Financial Analysis and Decision Support
System for a Property Catastrophe Reinsurer"
||Gregory C. Taylor, "Modelling
Mortgage Insurance Claims Experience: A Case Study"
||Michel Laparra, Isabelle Lion and Christian Partrat, "Design
and Analysis of Market Price Indices for the U.S. Natural Catastrophe
Excess Reinsurance Treaties"
||Dr. Thomas Mack, "Which
Stochastic Model is Underlying the Chain Ladder Method?"