Casualty Actuarial Society

Library

William Scheel's DFA workbooks, as mentioned in Contingencies

A reference to these Excel workbooks appears in Bill Scheel's Sept-Oct Contingencies article "Simulating with Frequency and Severity Loss Components: Dynamic Financial Analysis Disaggregated" on pp. 62ff.

The files below include sets of Excel workbooks used in the articles and illustrate the use of COM (components) for designing DFA systems that perform convolutions and optimization using relatively inexpensive software (Microsoft Excel). The zipped files include all of the workbooks, visual basic for applications code, a visual basic component that is used by the spreadsheets and the visual basic code itself...all of the materials used to write the Contingencies article. Bill Scheel authored all of these materials.

After downloading this software, please read the Word 97 document entitled: "setup.doc." It describes setup details and other aspects of what you can expect to find in the collection of files.

You will need a copy of WinZip to uncompress the documents, workbooks and files. If you don't have WinZip, you can get a free, sharewhare copy of it off the internet here.