scholarly journals Modeling and Management of Nonlinear Dependencies - Copulas in Dynamic Financial Analysis

2009 ◽  
Author(s):  
Martin Eling ◽  
Denis Toplek
Keyword(s):  
Financial Analysis ◽  
Dynamic Financial Analysis

scholarly journals An Integrated Dynamic Financial Analysis and Decision Support System for a Property Catastrophe Reinsurer

1997 ◽  
Vol 27 (2) ◽  
pp. 339-371 ◽  
Author(s):  
Stephen P. Lowe ◽  
James N. Stanard
Keyword(s):  
Decision Making ◽  
Financial Analysis ◽  
Analysis Model ◽  
Conceptual Approach ◽  
Risk And Return ◽  
Management Processes ◽  
Dynamic Financial Analysis ◽  
Day To Day Operations ◽  
Decision Making Tool

AbstractThis 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 management processes. The paper begins by describing the framework that the Company uses for risk management. This includes a classification of the risks facing the Company, which is used to define and prioritize their implementation in the model. Also included is a description of the conceptual approach the Company takes to evaluate the tradeoff between risk and return. The paper then goes on to describe the structure and operation of the dynamic financial analysis model and provides examples of its use at the Company, along with illustrative examples of the various types of output it produces.

Dynamic financial analysis for multinational insurance companies

2008 ◽  
pp. 543-590
Author(s):  
John M. Mulvey ◽  
Bill Pauling ◽  
Stephen Britt ◽  
François Morin
Keyword(s):  
Financial Analysis ◽  
Insurance Companies ◽  
Dynamic Financial Analysis
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