Using the Public Access DFA Model: A Case Study

  • Stephen E D'Arcy, FCAS, MAAA, Richard W. Gorvett, Thomas E. Hettinger, Robert J. Walling
  • Published 2000

Abstract

This paper describes the application of a publicly available property-l iabil i ty insurance DFA model to an actual insurance company. The structure and key parameters of the model, as well as how to run the model, are explained in detail. A copy of the report to management of the company is included. The initial company reaction to this model was favorable… (More)

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