Spring 1996, Prize and Call Papers on Dynamic Financial Models
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Table of Contents Download Entire Volume(14.7MB)
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.