Advances in Modeling of Fin Series	Venter, G. G.
AppB-Non-Life (P&C) Ins Case Structure	IAA
AppD-Market Risk	IAA
AppE-Credit Risk	IAA
AppH-Analytic Methods	IAA
AppI-Copulas	IAA
C1 -Introduction	Brooks, et al
C1 -Introduction	IAA
C14-Risks Overview	Brooks, et al
C15- Underwriting Risk	Brooks, et al
C16-Insurance Catastrophe Models	Brooks, et al
C17- Insurance-Reserving Variability	Brooks, et al
C18-Ins.-Future Business & Future Profits	Brooks, et al
C19- Risks not in standard formula SCR	Brooks, et al
C20-Insurance Pricing Cycles	Brooks, et al
C21-Market Risk-	Brooks, et al
C22-Credit Risk-Counter Pty	Brooks, et al
C23-Cash Flow Modeling & Liquidity	Brooks, et al
C24-Model Structure Overview	Brooks, et al
C25-Use of Stochastic Modeling	Brooks, et al
C26-Granularity and Segmentation	Brooks, et al
C27-Modeling Dynamic Management ActionsI	Brooks, et al
C28-Prob. Distribution of Economic Capital	Brooks, et al
C4 - Extreme Events	Brooks, et al
C9 - Economic Capital	Brooks, et al
Ch2-Executive Summary	IAA
Ch5-Insurer Risks	IAA
Ch7-Advanced Solvency Assessment	IAA
Ch8-Reinsurance	IAA
Ch9-Total Company Requirement	IAA
Dependency Modeling	Feldblum, S.
ERM for Strategic Mgt	Venter, G. G.
Extreme Value Theory-Rsk Mgt Tool	Embrechts, et al
LDF Curve Fitting & Stochastic Res	Clark, D. R.
Non-Tail Measurers	Venter, G. G.
Operational Risk	Mango & Venter
Predictive Dist for Res-Inc Expert Opinion	Verrall, R. J.
Quantitive Risk Mgt	McNeil, et al
Stochastic Claims Res in Gen Ins	Verrall & England
Tails of Copulas	Venter, G. G.
Testing Assumptions of A-t-A Factors	Venter, G. G.
Value of Risk Reduction	Venter & Underwood
Variability of CL Res Est	Mack, T.

Credible Claims Reserve	Mack
Estimating the Premium Asset on Retro Rated Policies	Teng, M.T.S.; et. al.
Loss Development Using Credibility	Brosius, E.

A Model for Reserving WC High Deductibles	Siewert, J.J.
P&C Ins Co Valuation	Goldfarb, R.

Reinsurance - Foundations of CAS

Patrik, G.S.