✦ LIBER ✦

084039 (E50, M54) An integrated dynamic financial analysis and decision support system for a property catastrophe reinsurer : Lowe S.P. and Stanard J.N., Casualty Actuarial Society Forum, 1996, pp.89–118

Book ID: 104299859
Publisher: Elsevier Science
Year: 1997
Tongue: English
Weight: 89 KB
Volume: 19
Category: Article
ISSN: 0167-6687
DOI: 10.1016/s0167-6687(97)83531-7

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✦ Synopsis

4 bstracts and Reviews 267 concept of linear stochastic dominance is sufficient to generate the desired result. These results are linked to existing sufficient conditions in the one safe-one risky asset model, as the condition of strong increase in risk or the monotone likelihood ratio order. They are also compared to those in models where restrictions are on the set of concave utility functions.

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📂 Article 📅 1997 🏛 Elsevier Science 🌐 English ⚖ 92 KB

This paper describes the dynamic financial analysis model currently being used by a property catastrophe reinsurer to manage its business. The model is an integral part of the day-to-day operations at the Company; and is used as a decision making tool in the underwriting, investment and capital mana