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1 results

  • Introduction to Dynamic Financial Analysis

  • Roger Kaufmann, Andreas Gadmer, Ralf Klett
  • Journal:
    ASTIN Bulletin: The Journal of the IAA / Volume 31 / Issue 1 / May 2001
    Published online by Cambridge University Press:
    29 August 2014, pp. 213-249
    Print publication:
    May 2001
    • Article
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  • In the last few years we have witnessed growing interest in Dynamic Financial Analysis (DFA) in the nonlife insurance industry. DFA combines many economic and mathematical concepts and methods. It is almost impossible to identify and describe a unique DFA methodology. There are some DFA software products for nonlife companies available in the market, each of them relying on its own approach to DFA. Our goal is to give an introduction into this field by presenting a model framework comprising those components many DFA models have in common. By explicit reference to mathematical language we introduce an up-and-running model that can easily be implemented and adjusted to individual needs. An application of this model is presented as well.