Research coAuthored with College of Business Faculty

Journal Articles

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

Conference Proceedings

"The Effective Duration and Convexity of Liabilities for Property-Liability Insurers Under Stochastic Interest Rates" K. Ahlgrim, S. D'Arcy, R. Gorvett, 2004.


"Parameterizing Interest Rate Models" S. D'Arcy, K. Ahlgrim, R. Gorvett, 1-50 1999.

 


© Copyright 2005 Department of Finance, University of Illinois at Urbana-Champaign