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Complete Online Text References for Exam 8

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Citation Abbreviation Learning Objective Source
Actuarial Standards Board of the American Academy of Actuaries, "Actuarial Standard of Practice No. 12, Risk Classification (for all Practice Areas)," December 2005, updated for deviation language in May 2011. ASOP 12 A1 OP
Bahnemann, D., "Distributions for Actuaries," CAS Monograph # 2, Chapters 5 and 6. It is highly recommended that candidates should read the entire monograph, as the material in Chapters 1-4 will be assumed to be familiar to candidates. An Errata has been added. Bahnemann B1-B2, B7 OP
Bailey, R. A. and Simon, L. J., "An Actuarial Note on the Credibility of Experience of a Single Private Passenger Car," PCAS XLVI, 1959, pp. 159-164. Including discussion of paper: Hazam, W. J., PCAS XLVII, 1960, pp. 150-152. Bailey & Simon A1-A2 OP
Bernegger, S., "Swiss Re Exposure Curves and the MBBEFD Distribution Class," ASTIN Bulletin, Vol. 27, No. 1, May 1997, pp. 99-111. Bernegger C3, C5 OP
Clark, D. R., "Basics of Reinsurance Pricing," CAS Study Note, Revised 2014. Candidates are not responsible for Section 6 of the paper. Clark C3-C4 OP
Couret, J. and Venter, G., "Using Multi-Dimensional Credibility to Estimate Class Frequency Vectors in Workers Compensation," ASTIN Bulletin, Vol. 38, No. 1, May 2008, pp. 72-85. Couret & Venter A2 OP
Fisher, G. et al., "Individual Risk Rating Study Note," CAS Study Note, April 2017. Includes the case study presented in an Excel file. An Errata has been added. Fisher et al. B1-B7 OP
Goldburd, M.; Khare, A.; and Tevet, D., "Generalized Linear Models for Insurance Rating," CAS Monograph #5, Chapters 1-8. GLM A3-A4 OP
Grossi, P.; and Kunreuther, H., Editors, Catastrophe Modeling: A New Approach to Managing Risk, 2005, Springer, Chapters 2-6 (excluding references at the end of each chapter) and including errata for Section 2.4, updated May 2016. Grossi & Kunreuther C1-C2


Errata is OP

Mahler, H. C., "An Example of Credibility and Shifting Risk Parameters," PCAS LXXVII, 1990, pp. 225-282. Candidates will not be tested on the Appendices. Mahler A1 OP
Robertson, J.P., "NCCI's 2007 Hazard Group Mapping," Variance, Vol. 3, Issue 2, 2009, Casualty Actuarial Society, pp. 194-213. Robertson A1 OP

Source Key

  • B – Book — may be purchased from the publisher or bookstore or borrowed from the CAS Library.
  • NEW – Indicates new or updated material.
  • OP – Online publication — available at no charge and is linked from the text references section above.

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