Summer 2002, Including the Dynamic Financial Analysis Discussion Papers
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Dynamic Financial Analysis Discussion Papers
Risks Considerations for the Allfinanz Organization
by Kurt D. Hines, FCAS, MAAA
Beyond P&C: Creating a Multi-Disciplinary Model
by Gerald S. Kirschner, FCAS, MAAA and Deep M. Patel, ASA
A Set of New Methods and Tools for Enterprise Risk Capital Management and Portfolio Optimization
by Shaun Wang, FCAS, ASA, MAAA, PhD
Practical Application of the Risk-Adjustment Return on Capital Framework
by Lisa S. Ward and David H. Lee
Committee Reports
Dos and Don'ts in Dealing with the Media
by the CAS External Communications Committee
Interest Rate Risk: An Evaluation of Duration Matching as a Risk-Minimizing Strategy for Property/Casualty Insurers
by the CAS Valuation, Finance, and Investments Committee
Additional Papers
Fitting Beta Densities to Loss Data
by Daniel R. Corro
Does the NAIC Risk-Based Capital Suffice? And Are Property & Casualty Insurance Company Asset Allocations Rational?
by Chris K. Madsen, ASA, CFA, MAAA
