Casualty Actuarial Society

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1989 Discussion Papers on Valuation Issues

1989 Discussion on Valuation Issues

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A Study of the Effects of Asset/Liability Mismatch on Property/Casualty Insurance Companies
CAS Financial Analysis Committee
Owen M. Gleeson, Chairman
Charles H. Berry
Paul Braithwaite
Robert V. Deutsch
Robert P. Eramo
Patrick J. Grannan
Orin M. Linden
James W. Noyce
Stephen Petlick

The Value of Liabilities is Equal to the Cost of Assets Needed to Offset Them
John C. Burville

The Measurement and Management of Interest Rate Risk
Linda A. Dembiec
James D. Pogerzelski
Vincent T. Roland, Jr.

Asset Liability Matching for Property/Casual Insurers
Sheldon Feldblum

A Model for Combining Timing, Interest Rate, and Aggregate Loss Risk
Louise A. Francis

Taxation Issues in Valuation of Property Casualty Operations
Mark Yunque and Len Goldberg

GAAP and the Casualty Actuary
Stephen P. Lowe

Appraisal Values for Property and Casualty Insurance Companies for Merger or Acquisition
Guy H. Whitehead

Implications of Variability in Timing of Cash Flows on Valuations
Susan E. Witcraft

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