223017 (M12) Estimating probabilities relevant to calculating relative risk-corrected returns of alternative portfolios : Samuelson P.A., Journal of Risk and Uncertainty, Volume 15, Nr. 3, 1997, pp 191–200
摘要
This paper describes the initial version of a DFA model for U.S. property liability insurers that will be made available to all interested parties. Those wanting to test the model will be able to obtain a copy of the program on disk or access the model over the internet. The long-term goal of this research is to develop a usable, understandable model that meets the basic needs of the industry. The model is very much a work-in-progress, and comments and suggestions are encouraged.