CAS Forum - 1998 Summer Forum

Abstract

Summer 1998, DFA Call Papers

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    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.

Year
1998
Description
DFA Call Papers
Publications
Casualty Actuarial Society E-Forum