Casualty Actuarial Society



Summer 1999, Including the Dynamic Financial Analysis Discussion Papers
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Cover Letter from the Chairperson of the CAS Forum

Table of Contents
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Dynamic Financial Analysis Discussion Papers

Parameterizing Interest Rate Models
by Kevin C. Ahlgrim, ASA, Stephen P. D'Arcy, FCAS, MAAA, and Richard W. Gorvett, FCAS, MAAA

A Comprehensive System for Selecting and Evaluating DFA Model Parameters
by Adam J. Berger, and Chris K. Madsen, ASA, MAAA

Estimating Uncertainty in Cash Flow Projections
by Roger M. Hayne, FCAS, MAAA

Modeling Parameter Uncertainty in Cash Flow Projections
by Roger M. Hayne, FCAS, MAAA

Taking Uncertainty Into Account: Bias Issues Arising from Parameter Uncertainty in Risk Models
by John A. Major, ASA, MAAA

Estimating Between Line Correlations Generated by Parameter Uncertainty
by Glenn Meyers, FCAS, MAAA

Calibration of Stochastic Scenario Generators for DFA
by John M. Mulvey, Ph.D., Francois Morin, FCAS, MAAA, and Bill Pauling

Customizing the Public Access Model Using Publicly Available Data
by Robert J. Walling III, ACAS, MAAA, Thomas E. Hettinger, ACAS, MAAA,
Charles C. Emma, FCAS, MAAA, and Shawna Ackerman, FCAS, MAAA

Additional Paper

Surviving Price Deregulation
by Emily Gilde, Ph.D., ACAS, and Charles Bryan, FCAS, MAAA

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