Introduction to Dynamic Financial Analysis

ASTIN Bulletin

Volumn 31, Issue 1, 2001, Pages 213-249

  Kaufmann, Roger ^a   Gadmer, Andreas ^b   Klett, Ralf ^c  

^a ETH ZURICH   (Switzerland)

^b Zürich Kosmos Versicherungen ^*  (Austria)

^c ZURICH FINANCIAL SERVICES   (Switzerland)

Author keywords

Asset Liability Management; business strategy; claims; Dynamic Financial Analysis; efficient frontier; interest rate models; Nonlife insurance; payment patterns; reinsurance; solvency testing; stochastic simulation; underwriting cycles

Indexed keywords

EID: 85011463374     PISSN: 05150361     EISSN: 17831350     Source Type: Journal    
DOI: 10.2143/AST.31.1.1003     Document Type: Article

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