Management Strategies and Dynamic Financial Analysis
Journal
Variance
ISSN
1940-6444
Type
journal article
Date Issued
2008-06-01
Author(s)
Abstract
Dynamic financial analysis (DFA) has become an important tool in analyzing the financial situation of insurance companies. Constant development and documentation of DFA tools has occurred during the last years. However, several questions concerning the implementation of DFA systems have not been answered in the DFA literature to date. One such important issue is the consideration of management strategies in the DFA context. The aim of this paper is to study the effects of different management strategies on a non-life insurer's risk and return profile. Therefore, we develop several management strategies and test them numerially within a DFA simulation study.
Funding(s)
Language
English
Keywords
Dynamic Financial Analysis
Performance Measurement
Simulation
Non-Life Insurance
HSG Classification
contribution to scientific community
Refereed
Yes
Publisher
Casualty Actuarial Society
Volume
2
Number
1
Start page
54
End page
66
Subject(s)
Division(s)
Eprints ID
30215