Building a Public Access PC-Based DFA Model

Abstract
This paper describes the initial version of a DFA model for U.S. property-liability insurers that will be made available to all interested parties. Those wanting to test the model will be able to obtain a copy of the program on disk or access the model over the internet. The long-term goal of this research is to develop a usable, understandable model that meets the basic needs of the industry. The model is very much a work-in-progress, and comments and suggestions are encouraged.
Volume
Summer, Vol 2
Page
1-40
Year
1997
Categories
Actuarial Applications and Methodologies
Dynamic Risk Modeling
Dynamic Financial Analysis (DFA);
Publications
Casualty Actuarial Society E-Forum
Prizes
Dynamic Financial Analysis Award
Authors
Stephen P D'Arcy
Joseph A Herbers
Thomas E Hettinger
Steven G Lehmann
Michael J Miller
Richard W Gorvett