Casualty Actuarial Society

Research

Research Working Party on Public-Access DFA Model

Updated version of Public Access DFA Model (Dynamo)

About the Public-Access DFA Model Working Party

This working party will have two charges:

  • First, the working party will make short-term updates and enhancements to the public-access DFA model. For example, the recent research project, performed under the auspices of the CAS and the SOA, regarding economic variables and scenarios will be incorporated into the model. Overall, the working party will consider a variety of possible updates and enhancements to the existing model.

  • Second, the working party will develop a plan for possibly ultimately evolving this model into an open-source framework. In this format, it is envisioned that the model would be posted on the CAS Web Site, and CAS members or others could propose independent updates and enhancements to the model. The new version would be submitted to the Dynamic Risk Modeling Committee (DRMC) with a description of the updates; the DRMC would review the model and documentation and, if appropriate, post the new version on the CAS Web Site.

2009 Dynamic Risk Modeling Call for Papers