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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Tag Archives: Catastrophe Risk
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.
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.