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Papers received as of Sun Jun  1 00:01:17 CDT 2003.
(To retrieve abstracts without full papers, use e.g.    get 0306001.abs )
 get 9404003 95011002.abs 9303001  , e.g., returns multiple papers.

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Paper: ewp-ri/0306001
From: konrad.suter@converium.com
Date: Wed, 18 Jun 2003 05:42:56 -0500   ( 0kb + 920kb )

Title: How Much Reinsurance Do You Really Need? A Case Study.
Author: Peter Boller (Converium) and Michel Dacorogna (Converium) and
Hubert Niggli (Converium)
Contact: michel.dacorogna@converium.com
Comments: Type of Document - Acrobat PDF; prepared on IBM PC; to print
on HP A4; pages: 22 ; figures: included
Keywords: reinsurance, alternative risk transfer, asset liability
management, dynamic financial analysis
JEL: G22
EWPA-references:
Report-no: MD200111
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Paper: ewp-ri/0306002
From: konrad.suter@converium.com
Date: Wed, 18 Jun 2003 06:10:35 -0500   ( 0kb + 265kb )

Title: Dynamic Financial Analysis - Understanding Risk and Value
Creation in Insurance
Author: Peter Blum (Converium) and Michel Dacorogna (Converium)
Contact: michel.dacorogna@converium.com
Comments: Type of Document - Acrobat PDF; prepared on IBM PC; to print
on HP A4; pages: 22 ; figures: included
Keywords: reinsurance, dynamic financial analysis, insurance
JEL: G22
EWPA-references: ewp-ri/0306001
Report-no: MD200305
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Paper: ewp-ri/0306003
From: konrad.suter@converium.com
Date: Thu, 19 Jun 2003 08:18:47 -0500   ( 0kb + 570kb )

Title: Credit Risk Models - Do They Deliver Their Promises? A
Quantitative Assessment
Author: Michel Dacorogna (Converium) and Gianluca Oderda (Pictet et Cie)
and Tobias Jung (Zurich Financial Services)
Contact: michel.dacorogna@converium.com
Comments: Type of Document - Acrobat PDF; prepared on IBM PC; to print
on HP A4; pages: 18 ; figures: included
Keywords: credit risk models, cumulative accuracy profile, risk modeling
JEL: G22
EWPA-references:
Report-no: MD200211
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Paper: ewp-ri/0306004
From: konrad.suter@converium.com
Date: Thu, 19 Jun 2003 08:28:39 -0500   ( 0kb + 187kb )

Title: Extreme Moves in Foreign Exchange Rates and Risk Limit Setting
Author: Michel Dacorogna (Converium) and Peter Blum (Converium)
Contact: michel.dacorogna@converium.com
Comments: Type of Document - Acrobat PDF; prepared on IBM PC; to print
on HP A4; pages: 12 ; figures: included
Keywords: extreme value theory, risk management, foreign exchange, time
series analysis
JEL: G22, G31
EWPA-references:
Report-no: MD200206
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