Casualty Actuarial Society


Dynamic Financial Models of Property-Casualty Insurers

Prepared by the CAS Committee on Dynamic Financial Analysis
January 2000

The purpose of this paper is to discuss and provide guidance on the important issues and considerations that confront actuaries when designing, building or selecting dynamic financial models of property-casualty risks. The Casualty Actuarial Society's Dynamic Financial Analysis Committee has prepared it as a part of the Society's ongoing educational efforts on issues affecting actuaries responsible for the strategic and dynamic financial analysis of insurers. This paper should not be interpreted as placing requirements on actuaries or the models used by actuaries. Such requirements have been and will continue to be addressed by the Actuarial Standards Board.

This report was printed in the CAS Forum, Winter 2000 Edition. Click here to download the Report

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Members of the Committee on Dynamic Financial Analysis
Charles C. Emma, Chairman
Donald F. Behan
Roger W. Bovard
Richard Derrig
Owen M. Gleeson
Philip E. Heckman
Gerald S. Kirschner
Pierre Lepage
Eduardo P. Marchena
Glenn G. Meyers
Raymond S. Nichols
Marc B. Pearl
Mark R. Shapland
William R. Van Ark
Thomas V. Warthen
Peter G. Wick

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