Research
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
"Insurance and China's Entry into the WTO."
S. D'Arcy,
H. Xia,
Risk Management and Insurance Review,
2003
"Enterprise Risk Management."
S. D'Arcy,
Journal of Risk Management of Korea,
(12)
207-228
2001
"Future Shock: Top Ten Stories of 2005."
S. D'Arcy,
R. Conger,
National Underwriter Property & Casualty,
(105)
July:
30
1,10-12
2001
"Don't Focus on the Tail - Study the Whole Dog!."
S. D'Arcy,
Risk Management and Insurance Review,
(2)
2
iv-xiv
1999
"Optimal Funding of State Employee Pension Systems."
S. D'Arcy,
J. Dulebohn,
P. Oh,
Journal of Risk and Insurance,
(66)
September:
3
345-380
1999
"Ratemaking: A Financial Economics Approach."
S. D'Arcy,
M. Dyer,
Proceedings Of The Casualty Actualrial Society,
(84)
301-390
1997
"The Cascade Effect in Insurance Pricing."
S. D'Arcy,
P. Oh,
Journal of Risk and Insurance,
(64)
September:
3
465-480
1997
"Catastrophe Futures: A Better Hedge for Insurers."
S. D'Arcy,
V. France,
Future Markets,
(2)
1997
"Catastrophe Futures: A Better Hedge for Insurers."
S. D'Arcy,
V. France,
Journal of Risk and Insurance,
(59)
December:
4
575-600
1992
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
"Pricing Catastrophe Risk: Could CAT Futures Have Coped With Andrew?."
S. D'Arcy,
V. France,
R. Gorvett,
1999
"The Profit Provision in the Ratemaking Formula."
M. Dyer,
S. D'Arcy,
(84)
301-390
1998
"Using the Public Access Dynamic Financial Analysis Model: A Case Study."
S. D'Arcy,
R. Gorvett,
T. Hettinger,
R. Walling III,
53-118
1998
"Building a Public Access PC-Based DFA Model."
S. D'Arcy,
R. Gorvett,
J. Herbers,
T. Hettinger,
1-40
1997
"Building a Public Access PC-Based DFA Model."
S. D'Arcy,
R. Gorvett,
J. Herbers,
S. Lehmann,
1-40
1997
Chapters in Books
"Cat-E-Puts."
S. D'Arcy,
In Encyclopedia of Financial Engineering and Risk Management,
2004
"Financial Pricing of Insurance."
S. D'Arcy,
In Enclyclopedia of Actuarial Science,
2004
"Insurance (Overview)."
S. D'Arcy,
In Encyclopedia of Financial Engineering and Risk Management,
2004
"Pure and Speculative Risks."
S. D'Arcy,
In Encyclopedia of Financial Engineering and Risk Management,
2004
"Insurance Price Deregulation: The Illinois Experience."
S. D'Arcy,
248-284
In Deregualting Property-Liability Insurance,
American Enterprise Institute-Brookings Institution Joint Center for Regulatory Studies,
2002
"Investment Issues in Property-Liability Insurance."
S. D'Arcy,
In Foundations of Casualty Actuarial Science,
Casualty Actuarial Society: New York,
2002
"Introduction to the Discounted Cash Flow Approach."
S. D'Arcy,
19-25
In Actuarial Considerations Regarding Risk and Return in Property-Casualty Insurance Pricing,
Casualty Actuarial Society: Arlington, VA,
1999
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