1999 Dynamic Financial Analysis in Insurance & Reinsurance Conference

The Dynamic Financial Analysis Conference in Insurance and Reinsurance was held in Sydney on 28-29 September 1999. 

The conference was designed to address issues in risk and capital management in insurance and reinsurance including:

• Risk based capital
• Rating and return on capital (including Workers Compensation) 
• Reserving and capital, Value at Risk (VaR) 
• Reinsurance & alternative financing 
• Investment strategy 
• Business strategy 
• Case studies and issues using DFA
  

Keynote presentations were made by locally and internationally recognised speakers, including: 

• Mark Allen, PricewaterhouseCoopers
  Financial model for investment, reinsurance, commutation and risk profile strategies - from conception to delivery - Equitas 
• Prof Philippe Artzner, Universite Louis Pasteur, Strasbourg, France
  Risk based capital 
• Deborah Chesney, Swiss Re
  Integrated risk management - Investment and insurance 
• Scott Collings, Trowbridge Consulting
  Practical implementation of DFA models for capital management
• Kent Griffin, Tillinghast
  VaR and risk management 
• Dr Rodney Kreps, Guy Carpenter/Sedgewick Re, New York
  A sceptical buyer's guide to DFA 
• Gerald MacDonald, Aon Re
  DFA meets reinsurance 
• Conor O'Dowd, PricewaterhouseCoopers
  Australian case studies in general insurance and other non-financial service areas 
• Prof Rich Phillips, Georgia State University
  Basis risk and hedging with index-linked insurance Derivatives
• Colin Priest, Classic Solutions
  Issues in Building a DFA Model for Insurance and reinsurance 
• Kurt Reichle, Tillinghast, Atlanta
  Practical applications of DFA