CAS Forum - 1996 Spring Forum

Abstract

Spring 1996, Prize and Call Papers on Dynamic Financial Models

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Bibliographies

    Authors of Entries in the Prize Paper Competition and Authors of Entries in the Call Paper Program

 

Prize Papers

    The Financial Modeling of Property/ Casualty Insurance Companies Douglas M. Hodes, Tony Neghaiwi, FCAS, J. David Cummings, Richard Philips, Sholom Feldblum, FCAS, ASA

    An Integrated Dynamic Financial Analysis and Decision Support System for a Property Catastrophe Reinsurer Stephen P. Lowe, FCAS, James N. Stanard, FCAS

    MIDAS: A Dynamic Financial Model of a Property and Casualty Insurer Steven Thoede and Janet Haby

    A Stochastic Panning Model for the Insurance Corporation of British Columbia Rodney E. Kreps, FCAS and Michael M. Steel

Call Papers

    Concepts of the Financial Actuary Stephen T. Morgan

    Dynamic Financial Analysis Issues in Investment Portfolio Management Vincent T. Rowland, ACAS and Frank S. Conde

    Interpreting Model Output-The California Earthquake Authority and the Cost of Capital of the Reinsurance Layer Giuseppe Russo, Ph.D. Oakley E. Van Slyke, FCAS, ASA

    Simulation Models for Self-Insurance Trent R. Vaughn, FCAS

    Dynamic Financial Modeling-Issues and Approaches Thomas V. Warthen III, FCAS and David B. Sommer, FCAS

Copyright � 1996 Casualty Actuarial Society. All Rights Reserved.

Year
1996
Description
Prize and Call Papers on Dynamic Financial Models
Publications
Casualty Actuarial Society E-Forum