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WelcomeWelcome to the home page of Oakley E. Van Slyke, Inc. Here you will find immediate access to important information about loss reserving (now), ratemaking (in the near future) and capital management, also known as "the surplus allocation problem". Oakley E. Van Slyke, Inc. is a diversified actuarial consulting practice specializing in thorough loss reserving and ratemaking studies. One emphasis is on economic value, carefully recognizing the cost of capital and the credibility of loss experience. Estimates of appropriate loss reserves are treated as an integrated part of a description of the firm rather than as the result of actuarial mystique. Ratemaking, too, is based on a careful model of the loss process, including the cost of risk, but goes beyond to consider the sales process, including the value of market share and the cost of adverse selection. Cost-of-capital calculations are the specialty of the firm's Capital Management TechnologySM practice ("CAPTSM"). Although the toolkit for measuring the cost of capital includes CAPM, Black-Scholes and other popular models, CAPTSM includes broader models published by Oakley E. Van Slyke. Van Slyke is a Fellow of the Casualty Actuarial Society an Associate of the Society of Actuaries and a member of the American Academy of Actuaries. He is the editor of Actuarial Considerations Regarding Risk and Return in Property-Casualty Insurance Pricing (CAS, 1999). |
Site Updated 3/2/01
e-mail: leevanslyke@home.com
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