College of Business: University of Illinois at Urbana-Champaign

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Stephen D'Arcy

Professor Emeritus of Finance

All Publications


Articles in Journals

D'Arcy, S., Conger, R. 2006. Back to the Future! National Underwriter Property & Casualty, 110: 10-15

D'Arcy, S. 2005. On Becoming An Actuary of the Fourth Kind. Proceedings Of The Casualty Actualrial Society, XCII: 229-240

D'Arcy, S. 2005. The CAS as an Instrument for Peace and Prosperity. Actuarial Review, 32: 7-8, 14

D'Arcy, S. 2005. The CAS as an ERM Model. Actuarial Review, 32: 7, 12-13

D'Arcy, S. 2005. Expanding our Horizons to Encompass the Globe. Actuarial Review, 32: 7-8, 12

D'Arcy, S. 2005. Find Your Voice. Actuarial Review, 32: 11-13

D'Arcy, S., Gorvett, R., Ahlgrim, K. 2005. Modeling Financial Scenarios: A Framework for the Actuarial Profession. Proceedings Of The Casualty Actualrial Society, XCII: 60-98

D'Arcy, S. 2004. Navigating the Seas of Risk. Actuarial Review, 31: 5-6

D'Arcy, S., Xia, H. 2003. Insurance and China's Entry into the WTO. Risk Management and Insurance Review

D'Arcy, S. 2001. Enterprise Risk Management. Journal of Risk Management of Korea, 12: 207-228

D'Arcy, S., Conger, R. 2001. Future Shock: Top Ten Stories of 2005. National Underwriter Property & Casualty, 105: 1,10-12

D'Arcy, S. 1999. Don't Focus on the Tail - Study the Whole Dog! Risk Management and Insurance Review, 2: iv-xiv

D'Arcy, S., Dulebohn, J., Oh, P. 1999. Optimal Funding of State Employee Pension Systems. Journal of Risk and Insurance, 66: 345-380

D'Arcy, S., Dyer, M. 1997. Ratemaking: A Financial Economics Approach. Proceedings Of The Casualty Actualrial Society, 84: 301-390

D'Arcy, S., France, V. 1997. Catastrophe Futures: A Better Hedge for Insurers. Future Markets

D'Arcy, S., Oh, P. 1997. The Cascade Effect in Insurance Pricing. Journal of Risk and Insurance, 64: 465-480

D'Arcy, S., France, V. 1992. Catastrophe Futures: A Better Hedge for Insurers. Journal of Risk and Insurance, 59: 575-600

Chapters in Books

D'Arcy, S. 2004. Cat-E-Puts. In Encyclopedia of Financial Engineering and Risk Management

D'Arcy, S. 2004. Financial Pricing of Insurance. In Enclyclopedia of Actuarial Science

D'Arcy, S. 2004. Insurance (Overview). In Encyclopedia of Financial Engineering and Risk Management

D'Arcy, S. 2004. Pure and Speculative Risks. In Encyclopedia of Financial Engineering and Risk Management

D'Arcy, S. 2002. Insurance Price Deregulation: The Illinois Experience. In Deregualting Property-Liability Insurance, 248-284. American Enterprise Institute-Brookings Institution Joint Center for Regulatory Studies.

D'Arcy, S. 2002. Investment Issues in Property-Liability Insurance. In Foundations of Casualty Actuarial Science. New York: Casualty Actuarial Society.

D'Arcy, S. 1999. Introduction to the Discounted Cash Flow Approach. In Actuarial Considerations Regarding Risk and Return in Property-Casualty Insurance Pricing, 19-25. Arlington, VA: Casualty Actuarial Society.

Proceedings

Ahlgrim, K., D'Arcy, S., Gorvett, R. 2004. The Effective Duration and Convexity of Liabilities for Property-Liability Insurers Under Stochastic Interest Rates, Geneva Papers on Risk and Insurance Theory

D'Arcy, S., France, V. , Gorvett, R. 1999. Pricing Catastrophe Risk: Could CAT Futures Have Coped With Andrew?, CAS Securitization of Risk Call Paper Program

D'Arcy, S., Ahlgrim, K., Gorvett, R. 1999. Parameterizing Interest Rate Models, CAS Dynamic Financial Analysis Call Paper Program, 1-50

Dyer, M. , D'Arcy, S. 1998. The Profit Provision in the Ratemaking Formula, Proceedings of the Casualty Actuarial Society, 84: 301-390

D'Arcy, S., Gorvett, R., Hettinger, T., Walling III, R. 1998. Using the Public Access Dynamic Financial Analysis Model: A Case Study, CAS Dynamic Financial Analysis Call Paper Program, 53-118

D'Arcy, S., Gorvett, R., Herbers, J., Hettinger, T., Lehmann, S. 1997. Building a Public Access PC-Based DFA Model, CAS Dynamic Financial Analysis Task Special Interest Seminar, 1-40

Presentations

D'Arcy, S. Forthcoming. Enterprise Risk Management in the Insurance Industry, ERM Symposium, Chicago.

D'Arcy, S. Forthcoming. Modeling of Economic Series, ERM Symposium, Chicago.

D'Arcy, S. 2006. Enterprise Risk Management in the Insurance Industry, California State University, Fullerton.

D'Arcy, S. 2005. Modeling Financial Scenarios, University of Torino, Turin.

D'Arcy, S. 2005. Interest Rate Sensitivity of Liabilities for a Property-Liability Insurer, Catholic University, Milan.

D'Arcy, S. 2005. The Brave New World of Enterprise Risk Management, Canadian Institute of Actuaries, Newfoundland.

D'Arcy, S. 2005. Predictive Modeling in Automobile Insurance, World Risk and Insurance Economics Conference, Salt Lake City.

D'Arcy, S., Ahlgrim, K., Gorvett, R. 2005. Modeling Financial Scenarios: A Framework for the Actuarial Profession, Casualty Actuarial Society, Baltimore.

D'Arcy, S., Derrig, R. 2005. The Economics of Insurance Fraud Investigations: Evidence of a Nash Equilibrium, NBER Insurance Meetings, Cambridge.

D'Arcy, S., Gorvett, R., Ahlgrim, K. 2005. Modeling of Economic Series Coordinated with Interest Rate Scenarios, ERM Symposium, Chicago.

D'Arcy, S. 2004. New England Teaching and Learning Centers: Ideas for UIUC, TAB

D'Arcy, S. 2004. New Frontiers for Casualty Actuaries, Midwestern Actuarial Forum

D'Arcy, S. 2004. A Comparison of Actuarial Financial Scenario Generators, AFIR, Boston.

D'Arcy, S. 2003. Economic Scenario Generators, Automobile Insurers Bureau of Massachusetts

D'Arcy, S. 2003. Actuarial Financial Scenario Generator Project, Victoria University

D'Arcy, S. 2003. Financial Scenario Generator Project, American Risk and Insurance Association Annual Meeting

 

Contact Information:

414 Wohlers Hall
1206 South Sixth Street
Champaign, IL, 61820
(217) 333-0772
s-darcy@illinois.edu


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