Casualty Actuarial Society

Research

Database of Actuarial Research Enquiry (DARE)
Browse CAS Taxonomy

All Categories

Actuarial Applications and Methodologies

Accounting and Reporting

Annual Statement

Expense Classification

Fair Value

FASB

Federal Taxation

GAAP

International Accounting Standards (IAS)

Risk Transfer Testing

Schedule P

Statement of Actuarial Opinion (SAO)

Statutory Accounting Principles

Capital Management

Capital Allocation

Capital Requirements

Capital Sources

Debt

Leverage

Surplus Notes

Data Management and Information

Actuarial Systems

Data Administration, Warehousing and Design

Data Collection and Statistical Reporting

Data Organization

Data Quality

Data Reconciliation

Statistical Plans

Dynamic Risk Modeling

Asset Liability Management (ALM)

Dynamic Financial Analysis (DFA)

Internal Risk Models

Reinsurance Analysis

Solvency Analysis

Enterprise Risk Management

Processes

Analyzing/Quantifying Risks, Assessing/Prioritizing Risks, Establishing Context, Identifying Risks, Integrating Risks, Monitoring and Reviewing, Treating/Exploiting Risks

Risk Categories

Financial Risks, Hazard Risks, Operational Risks, Strategic Risks

Investments

Arbitrage Pricing Theory (APT)

Asset/Liability Management (ALM)

CAPM

Efficient Frontier

Investment Policy

Portfolio Rebalancing

Portfolio Strategy

Ratemaking

Classification Plans

Credit Scoring

Deductibles, Retentions, and Limits

Dividend Plans

Expense Loads

General Expenses, Licenses and Fees, Loss Adjustment Expense Loading, Premium Tax

Experience Rating

Exposure Bases

Exposure Rating, On-level Adjustments

Increased Limits

Large Loss and Extreme Event Loading

Loss-Sensitive Features

Profit Commissions, Sliding Scale Commissions

Rating Class Relativities

Retrospective Rating

Trend and Loss Development

Analysis of Sources of Income, Competitive Analysis, Impact of Product Reform, Investment Income, Required Profit, Residual Markets, Territory Analysis

Regulation and Law

Insurance Company Financial Condition

Insurance Law

Non-voluntary Plans

Rate Regulation

Rating Agencies

Residual Markets

Risk-Based Capital

Solvency

Reserving

Ceded Reinsurance

Commutations, Gross, Ceded, and Net Reserves

Claims Handling

Data Organization

Discounting of Reserves

Equalization/Catastrophe Reserves

Federal Income Taxes

Fraud Detection

Loss Adjustment Expense Reserving

Loss Sensitive Features

Contingent Reserves, Policyholder Dividends, Retrospective Premium Reserves

Management Best Estimate

Materiality

Premium Deficiency Reserves

Reconciliation

Reporting Lags

Reserve Variability

Reserving Methods

Salvage and Subrogation

Suitability Testing

Uncertainty and Ranges

Unearned Premium Reserves

Valuation

Discount Rates

Dividend Growth Model

Economic Value Added

Embedded Value

Equity Valuation

Fair Value

Financial Performance Measurement

Franchise Value

IRR

ROE

Terminal Value

Valuing Contingent Obligations

Business Areas

Accident and Health

Aircraft

Automobile

Commercial

Personal

Boiler & Machinery

Credit

Crop-Hail

Fidelity Broker

Fire and Allied Lines

General Liability - Claims-Made

General Liability - Occurrence

Homeowners

Latent Exposures

Asbestos

Environmental

Other Latent

Marine

Inland

Ocean

Other Lines of Business

Products Liability

Professional Liability

Directors and Officers (D&O)

Errors and Omissions (E&O)

Management Liability

Medical Malpractice - Claims-Made

Medical Malpractice -Occurrence

Other

Reinsurance

Aggregate Excess/Stop Loss

Excess (Non-Proportional)

Finite Risk

Quota Share (Proportional)

Surplus Share

Residual Value

Surety

Warranty/Service Contracts

Workers Compensation

Financial and Statistical Methods

Aggregation Methods

Collective Risk Model

Fourier

Panjer

Simulation

Asset and Econometric Modeling

Asset Classes

Asset-Backed Securities, Corporate Bonds, Equities, Mortgage-Backed Securities, Municipal Bonds, Other Securities, Real Estate, Treasury Bonds

Credit Spreads

Duration

Foreign Exchange

Inflation

Yield Curves

Credibility

Extreme Event Modeling

Natural Peril Modeling

Earthquake Models, Tornado and Hail Models, Windstorm Models

Other Extreme Events

Terrorism Modeling

Loss Distributions

Extreme Values

Frequency

Severity

Risk loading

Risk Measures

Risk Coverage Ratio

Tail-Value-at-Risk (TVAR)

Value-at-Risk (VAR)

Risk Pricing and Risk Evaluation Models

Capital Theory

Covariance Methods

IRR

Probability of Ruin

Probability Transforms

RAROC

ROE

State-Pricing Methods

Systematic Risk Models

CAPM, Efficient Market Hypothesis, Extensions of CAPM

Traditional Risk Load (Profit Margin)

Utility Theory

Simulation

Copulas/Multi-Variate Distributions

Efficient Simulation

Monte Carlo Valuation

Quasi Random Sequences

Random Number Generation

Stratified Sampling

Statistical Models and Methods

Agent-Based Models

Bayesian Methods

Boot-Strapping and Resampling Methods

Data Diagnostics

Data Mining

Data Visualization

Decision Methods

Exploratory Data Analysis

Fractal Models

Fuzzy Sets

Generalized Linear Modeling

Neural Networks

Nonparametric Methods

Predictive Modeling

Regression

Sampling

Time Series

Practice Areas

Consulting

Governmental Agencies

International Areas

Non-Profit Organizations

Private Entities

Public Entities

Risk Management

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