Spring 1996, Prize and Call Papers on Dynamic Financial Models
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Table of Contents
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Bibliographies
Prize Papers
The Financial Modeling of Property/ Casualty Insurance Companies
Douglas M. Hodes, Tony Neghaiwi, FCAS, J. David Cummings, Richard Philips, Sholom Feldblum, FCAS, ASA
An Integrated Dynamic Financial Analysis and Decision Support System for a Property Catastrophe Reinsurer
Stephen P. Lowe, FCAS, James N. Stanard, FCAS
MIDAS: A Dynamic Financial Model of a Property and Casualty Insurer
Steven Thoede and Janet Haby
A Stochastic Panning Model for the Insurance Corporation of British Columbia
Rodney E. Kreps, FCAS and Michael M. Steel
Call Papers
Concepts of the Financial Actuary
Stephen T. Morgan
Dynamic Financial Analysis Issues in Investment Portfolio Management
Vincent T. Rowland, ACAS and Frank S. Conde
Interpreting Model Output-The California Earthquake Authority and
the Cost of Capital of the Reinsurance Layer
Giuseppe Russo, Ph.D. Oakley E. Van Slyke, FCAS, ASA
Simulation Models for Self-Insurance
Trent R. Vaughn, FCAS
Dynamic Financial Modeling-Issues and Approaches
Thomas V. Warthen III, FCAS and David B. Sommer, FCAS
