Summer 1999, Including the Dynamic Financial Analysis Discussion Papers These files are in Portable Document Format (PDF), you will need to download the Acrobat Reader to view the articles.
Cover Letter from the Chairperson of the CAS Forum
Table of Contents Download Entire Volume
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
Copyright � 1999 Casualty Actuarial Society. All Rights Reserved.
