Casualty Actuarial Society



CAS Monograph No. 2: Distributions for Actuaries

CAS Monograph No. 2: Distributions for Actuaries

11/09/2015–In this monograph David Bahnemann brings together two perennially important elements of actuarial practice: a solid academic presentation of parametric distributions coupled with the application of these distributions in the actuarial paradigm.

Bahnemann taught mathematics at the university level for nineteen years, thus developing an excellent appreciation for what works and what does not work in presenting and conveying technical subject matter. Following that, he worked for more than two decades in applying this knowledge to all types of real actuarial problems that actuaries face every day. Hence, we have this rare presentation of mathematics that actuaries use whenever distributions are involved.

This monograph is useful for those wishing to learn the subject matter for the first time as well as for practicing actuaries who wish to have in their bookcase a "desk reference manual" for use whenever faced with a problem involving parametric distributions. An Errata has been added.

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This is the second monograph in the recently introduced CAS Monograph Series.

This monograph is currently available to all CAS members as a free download. Print copies are available in the CAS online store.

The CAS Monograph Series showcases CAS members' extensive specialized expertise, helping to raise the performance standard for property and casualty actuaries through insightful research. The monographs represent just one way that the CAS provides its members with access to relevant information, research and resources that they can apply directly on the job to advance in their careers. For information on submitting a monograph, visit the Monograph Submission Guidelines page.