Asset-Liability Modeling for Insurers:

  • Kevin C. Ahlgrim
  • Published 2004

Abstract

This paper discusses a framework for asset-liability modeling of property-liability insurers. In particular, the paper has a dual purpose: (1) to describe a dynamic financial analysis (DFA) framework for insurer analysis which combines an underwriting model reflecting pricing, regulatory, and catastrophe risk with an economic and investment performance… (More)

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