Summer 1998, DFA Call Papers
These files are in Portable Document Format (PDF), you will need to download the Acrobat Reader to view the articles.
Table of Contents Download Entire Volume
- A Portfolio Management System for Catastrophe Property Liabilities Adam J. Berger, Ph.D., John M. Mulvey, Kevin Nish, and Robert Rush
Applying A DFA Model to Improve Strategic Business Decisions by Salvatore Correnti, CFA, Stephen M. Sonlin, CFA, and Daniel B. Isaac, FCAS, MAAA
Using the Public Access DFA Model: A Case Study by Stephen P. D'Arcy, FCAS, MAAA, Richard W. Gorvett, FCAS, MAAA, Thomas E. Hettinger, ACAS, MAAA, Robert J. Walling III
On the Cost of Financing Catastrophe Insurance by Glenn G. Meyers, FCAS, MAAA, and John J. Kollar, FCAS, MAAA
Linking Strategic and Tactical Planning Systems for Dynamic Financial Analysis by John M. Mulvey, Chris K. Madsen, ASA, MAAA, and Francois Morin, FCAS, MAAA
Applications of Resampling Methods in Dynamic Financial Analysis by Krzysztof M. Ostaszewski, ASA, MAAA
Stochastic Modeling and Error Correlation in Dynamic Financial Analysis by Son T. Tu, Ph.D., ACAS, MAAA
Implications of Reinsurance and Reserves on Risk of Investment Asset Allocation by Gary G. Venter, FCAS, MAAA, John W. Gradwell, ACAS, MAAA, Mohammed Q. Ashab, ACAS, MAAA, and Alex Bushel
Profitability Targets: DFA Provides Probability Estimates by Susan E. Witcraft, FCAS, MAAA
Additional Papers
Pricing Catastrophe Reinsurance with Reinstatement Provisions Using a Catastrophe Model by Richard R. Anderson, FCAS, MAAA, and Wemin Dong, Ph.D.
Catastrophe Risk Mitigations: A Survey of Methods by Lewis V. Augustine, ACAS, MAAA
Workers' Compensation D-Ratios, An Alternative Method of Estimation by Howard C. Mahler, FCAS, MAAA
Techniques for the Conversion of Loss Development Factors by Louise B. Spore, ACAS, MAAA
The Application of Cumulative Distribution Functions in the Stochastic Chain Ladder Model by Son T. Tu, Ph.D., ACAS, MAAA
Copyright � 1998 Casualty Actuarial Society. All Rights Reserved.