Casualty Actuarial Society


CAS E-Forum

CAS E-Forum, Spring 2017

Featuring two CAS-Sponsored Research Reports, Ratemaking Call Papers and Independent Research

The E-Forum replaces the traditional printed Forum as the means to disseminate non-refereed research papers to the actuarial community. The CAS will no longer distribute the Forum in hard copy format. The CAS is not responsible for statements or opinions expressed in the papers in the E-Forum. These papers have not been peer reviewed by any CAS Committee.


Download the Complete 2017 Spring Forum

CAS-Sponsored Research

An Adaptation of the Classical CAPM to Insurance: The Weighted Insurance Pricing Model
Edward Furman, Ph.D., and Ričardas Zitikis, MSc, Ph.D

Compendium of Credit Risk Resources
Jean-Philippe Boucher, Mathieu Boudreault and Jean-François Forest-Desaulniers

Ratemaking Call Papers

The Mathematics of On-Leveling
Ian Deters, Ph.D.

An Alternative Approach to Credibility for Large Account and Excess of Loss Treaty Pricing
Uri Korn, FCAS, MAAA

Removing Bias — The SIMEX Procedure
Thomas Struppeck, FCAS, MAAA

Independent Research

Residual Loss Development and the UPR
Richard L. Vaughan, FCAS, FSA, MAAA



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