Vol. 2001, 2001July 01, 2001 EDT
Using DFA for Modelling the Impact of Foreign Exchange Risks on Reinsurance Decisions
Using DFA for Modelling the Impact of Foreign Exchange Risks on Reinsurance Decisions
Peter Blum, Mike Dacorogna, Paul Embrechts, Antione A Neghaiwi, Huber Niggli,
Foreign Exchange RiskUsing DFA for Modelling the Impact of Foreign Exchange Risks on Reinsurance Decisions
Articles in Vol. 2001, 2001
Vol. 2001, 2001
- Value of Interacting with the Claim Department: TheRobert F CongerRobert L Grove
- Loss Reserving Without Loss Development Patterns- Beyond Berquist-ShermanThomas L Ghezzi
- Reserving for Construction DefectsToby L BenningtonMichael D GreenMichael R LarrickCarolyn D Wettstein
- Dynamic Method for the Valuation of Fair Value Insurance Liabilities: ALijia Guo
- Evaluating Reserves in a Changing Claims EnvironmentChristopher GonwaScott WeinsteinAaron Halpert
- Random Walk Model for Paid Loss Development: ADaniel D Heyer
- Reserving for Financial Guaranty ProductsMichael B McKnight
- The Impact of Catastrophic Cases on Workers Compensation Medical Loss ReservesWilliam J Miller
- Markovian Annuities and InsurancesThomas Struppeck
- Projecting Workers Compensation Losses Using Open Claim Count and Average Loss Payment, and Application to Analysis of California Workers Compensation Loss DevelopmentMichael T S Teng
- Survey of Loss Reserving Actuaries ReportCAS Committee on Reserves
- Charting the Path for Workers Compensation Claim ManagementDaniel R Corro
- Monitoring Cost Changes with Log-Linear Cost Models: Lessons from a Case StudyDaniel R CorroKyumin Shim
- Note on the Inverse Relationship Between Hazard and Life Expectancy: ADaniel R Corro
- Exposure Rating Loss Layers: Unifying the Property Perspective of Severity with the Liability Perspective of FrequencyJonathan P Evans
- Pitfalls in the Probability of ruin Type Risk ManagementJonathan P Evans
- Strategic Insurance Purchasing in the 21st CenturyKevin Michael BinghamJohn Slusarski
- Using DFA for Modelling the Impact of Foreign Exchange Risks on Reinsurance DecisionsPeter BlumMike DacorognaPaul EmbrechtsAntione A NeghaiwiHuber Niggli
- Stochastic Dominance: A Tool for Evaluating Reinsurance AlternativesDaniel D Heyer
- Optimizing a Multi-Season Catastrophe Reinsurance Program With Private and Public ComponentsRade T MusulinJohn W Rollins
- Evaluating Catastrophe Risk Transfer Alternatives Through Dynamic Financial AnalysisLaura A EsboldtNathan A Schwartz
- Measuring Value in ReinsuranceGary G Venter
- Preliminary Due Diligence of DFA Insurance CompanyRaju BohraThomas E Weist
- DFA Insurance Company Case Study, Part 1 Reinsurance and Asset AllocationJohn C BurkettThomas S McIntyreStephen M Sonlin
- DFA Insurance Company Case Study, Part 2 Capital Adequacy and Capital AllocationRobert A PainterStephen W Philbrick
- DFA—The Value of RiskStavros ChristofidesAndrew D Smith
- Analysis of the Underwriting Risk for DFA Insurance Company: AnGlenn G Meyers
- The Cost of Financing InsuranceGlenn G Meyers
- Reserve Estimates Using Bootstrapped Statutory Loss InformationWilliam C Scheel
- Valuing An Insurance EnterpriseWilliam C Scheel
- Ratemaking for Maximum ProfitabilityLee M BowronDonald E Manis
- Consideration in Estimating Loss Cost TrendsKurt S DickmannJames R Merz
- Ratemaking for Excess Workers CompensationOwen M Gleeson
- Surplus Allocation for the Internal Rate of Return Model." Resolving the Unresolved IssueDaniel F Gogol
- Fitting to Loss Distributions with Emphasis on Rating VariablesEmphasis on Rating VariablesFarrokh Guiahi
- Approximations of the Aggregate Loss DistributionDmitry E PapushGary S PatrikFelix Podgaits
- Extended Warranty RatemakingDavid MuhonenL Nicholas Weltmann
- Macro Validation Dataset for U.S. Hurricane Models: ADouglas J CollinsStephen P Lowe
- Neural Networks DemystifiedLouise A Francis
- Actuarial Applications of Multifractal Modeling Part I: Introduction and Spatial ApplicationsYakov LantsmanJohn A Major
- Actuarial Applications of Multifractal Modeling Part II: Time Series ApplicationsYakov LantsmanJohn A Major
- Let Me See: Visualizing Actuarial InformationAleksey S Popelyukhin
- Materiality and ASOP No. 36: Considerations for the Practicing ActuaryCAS Committee on Valuation, Finance, and Investments
- White Paper on Fair Valuing Property/Casualty Insurance LiabilitiesCAS Task Force on Fair Value Liabilities
- Determining the Change in Mean Duration Due to a Shift in the Hazard Rate FunctionDaniel R Corro
- Modeling Multi-Dimensional Survival with Hazard Vector FieldsDaniel R Corro
- Surplus Allocation: A DFA ApplicationKevin J Olsen
Blum, Peter, Mike Dacorogna, Paul Embrechts, Antione A Neghaiwi, and Huber Niggli. 2001. “Using DFA for Modelling the Impact of Foreign Exchange Risks on Reinsurance Decisions.” CAS Forum 2001 (July).