Syllabus of Basic Education
Complete Online Text References for Exam 8
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|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|
- 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.