Abstract
The DFA Insurance Company (DFAIC) is a fictional insurance company created by the CAS for the 2001 Dynamic Financial Analysis (DFA) Call for Papers. Those who respond to the call are expected to use DFA to answer specific questions about DFAIC's capital adequacy, capital allocation and reinsurance strategy. This paper is a response to that call.
Volume
Spring
Page
195-220
Year
2001
Categories
Actuarial Applications and Methodologies
Enterprise Risk Management
Processes
Treating/Exploiting Risks
Actuarial Applications and Methodologies
Capital Management
Capital Allocation
Actuarial Applications and Methodologies
Capital Management
Capital Requirements
Actuarial Applications and Methodologies
Dynamic Risk Modeling
Dynamic Financial Analysis (DFA);
Publications
Casualty Actuarial Society E-Forum
