An integrated dynamic financial analysis and decision support system for a property catastrophe reinsurer

ASTIN Bulletin

Volumn 27, Issue 2, 1997, Pages 339-371

  Lowe, Stephen P ^a   Stanard, James N ^b  

^a Tillinghast Towers Perrin   (United States)

^b President and Chief Executive Officer   (Canada)

Author keywords

Asset Liability management; Capital adequacy; Dynamic financial analysis; Expected policyholder deficit; Modern portfolio theory; Property catastrophe reinsurance; Risk management; Simulation models; Underwriting cycles

Indexed keywords

EID: 85011457657     PISSN: 05150361     EISSN: 17831350     Source Type: Journal    
DOI: 10.2143/AST.27.2.542056     Document Type: Article

References (13)

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12. Mulvfy, J.M. and Thorlacuis, A.E. (Forthcoming in 1997) The Towers Perrin Global Capital Market Scenario Generation System: CAP:Link. In Worldwide Asset and Liability Modeling (ed. Ziembarand, W.T. and Mulvey, J.M.). Cambridge University Press.
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