Abstract
The New Zealand Earthquake Commission (EQC) started using DFA (Dynamic Financial Analysis)1 in 1994 and has used DFA commercially ever since. EQC was one of the pioneers in the application of DFA to the insurance industry. Other pioneering users at the same time are described in four papers in the Casualty Actuarial Society Forum, Spring, 1996. The development of models for EQC has not previously been fully described in the literature.2 This paper describes the development of DFA models for EQC from the viewpoint of the user.
Keywords: Dynamic Financial Analysis
Volume
Spring, 2019
Page
1-13
Year
2019
Categories
Actuarial Applications and Methodologies
Dynamic Risk Modeling
Dynamic Financial Analysis (DFA);
Publications
Casualty Actuarial Society E-Forum
