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The Casualty Actuarial Society is a professional organization whose purpose is the advancement of the body of knowledge of actuarial science applied to property, casualty, and similar risk exposures.
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Category Archives: Research
The Staff Actuary’s Blog: CAS Research Need Not Involve Triple Integrals! (Not that there’s anything wrong with those…)
In this blog post, I hope to accomplish two things at once, both involving CAS research. First, I’m happy to share that we have added a page to the website for our peer-reviewed research journal, Variance, titled “Articles in Press.” Currently, because of copyediting and the lengthy publication process, we have a collection of accepted … Read more
Posted in Research and tagged Articles in Press, Casualty Catastrophe Analytics, Catastrophe Risk, Counterfactual Disaster Risk Analysis, E-Forum, Gordon Woo, Steve D'Arcy, Variance.
New Year, New Ideas!
Have you explored the latest feature of the CAS Online Community? It’s called the Idea Share, and its purpose is to generate fresh, new ideas for research projects! No submission is too big or too small, so if there’s a prospective project that’s been percolating in the back of your mind, we’d love to hear … Read more
Posted in Communications, Research and tagged Actuary Research, CAS, CAS Community, CAS Idea Share, Research.
Survey: Are You Thinking Outside the Triangle?
At the CAS Centennial Celebration and Annual Meeting, Don Mango, Dave Clark, Jim Guszcza and I are presenting a session called “Reserving for the Next 100 Years: Thinking Outside the Triangle.” We’re going to talk about whether we’ve been innovative in reserving, and it’s quite debatable. On the one hand, the CAS has over 400 … Read more
Posted in CAS Centennial, Communications, Professional Education, Research, Uncategorized and tagged Reserving.
Inside the Latest Edition of the CAS E-Forum
The Summer 2014 – Volume 2 edition of the CAS E-Forum contains five reserves papers written in response to a call for papers issued by the CAS Committee on Reserves (CASCOR). “Combining Estimates,” by Tom Struppeck, provides a methodology for combining two or more estimates into a single estimate. In “The Analysis of ‘All-Prior’ Data,” … Read more
Posted in Communications, Research and tagged Call for Papers, CAS Committee on Reserves, CASCOR, CLRS, E-Forum, Loss Reserve, Research, Reserves.
Risk Premium Project II Database — A Valuable Research Resource
The Committee on Theory of Risk (COTOR) began the Risk Premium Project (RPP) in 2000 with RPP I, which represented an extensive, thorough, and up-to-date analysis of the theory and empirics of risk assessment for property-casualty insurance. Given the vast development in this field, the RPP II update extended the findings from RPP I with … Read more
Posted in Communications, Research, Risk Management and tagged Asset Pricing, Capital Allocation, CAPM, Catastrophe Risk, COTOR, Database, Reinsurance, Research, Risk Management, Risk Premium Project, RPP, RPP II.
Complete the Bornhuetter-Ferguson Initial Expected Loss Ratio Survey
Have you frequently used the Bornhuetter-Ferguson method to develop ultimate loss ratios? How strong would you say your dependence on the BF method was overall in selection of final ultimates for the current accident year? These are just two of the questions in a CAS membership survey designed by the Bornhuetter-Ferguson Initial Expected Loss Ratio … Read more
Posted in Research and tagged Bornhuetter-Ferguson method.
CAS Open-Source Software Committee Develops Wiki on R
The purpose of the CAS’s Open-Source Software Committee is to make advanced open-source reserving, ratemaking, and predictive modeling procedures available, accessible and of practical value to a wider audience. The Committee will foster the development of tutorials, procedures, and educational resources, and is working with the CAS professional education committees to share the information with … Read more
Research and Statistics in the Actuarial Skill Set
Louise Francis, past CAS VP-Research & Development and Alice Underwood, new CAS VP-Research & Development, co-authored this blog post. Last August, David Menning wrote a blog post about how much statistics should be included within the basic education process. He asked if statistics were covered at the right level in the current basic education structure … Read more
Posted in Research and tagged Statistics.