CAS Seeks Monograph Proposals on Survival Modeling for P&C Insurance

The Casualty Actuarial Society (CAS), in conjunction with the CAS Monograph Editorial Board, is pleased to extend a Call for Monographs on the topic of "Survival Modeling for Property-Casualty Insurance." The monograph will provide practicing actuaries with a comprehensive resource for understanding survival analysis and applying its methods to insurance pricing, reserving, and risk management.

Background

Survival modeling provides a powerful framework for analyzing insurance data that are truncated, censored, or otherwise incomplete, a phenomenon that is pervasive across property-casualty applications, from time-to-claim-closure and time-to-recovery studies to policy lapse and retention modeling. Despite this prevalence, treatment of the topic remains largely elementary in both practice and in the major actuarial literature. In particular, guidance on modeling frequency and severity using modern machine learning methods adapted for censored and truncated data is very limited, leaving practitioners without an authoritative resource to bridge classical survival analysis and contemporary predictive modeling techniques.

What Are the Expectations for This Monograph?

The ideal monograph will begin with foundational survival analysis concepts, including Kaplan-Meier estimation, and progress through Cox Proportional Hazards models, Accelerated Failure Time models, and modern machine learning approaches designed to handle censored and truncated data. It will:

• Introduce the core statistical machinery of survival analysis (censoring, truncation, hazard functions, and estimation techniques) in terms accessible to practicing actuaries.
• Extend these foundations to Cox Proportional Hazards and Accelerated Failure Time models, with attention to their assumptions and practical fit within actuarial workflows.
• Explore modern machine learning approaches to survival analysis and their application to frequency and severity modeling under censoring and truncation.
• Be accessible to practicing actuaries, with appropriate context and explanations connecting each technique to concrete P&C use cases.
• Illustrate concepts with worked examples and, where practical, working code or templates that can be adapted by practitioners.

Authors are encouraged to present on the final work at a CAS meeting or seminar.

To encourage further advancement of the actuarial profession, the CAS requests that any manuscript code and data be placed in the CAS’s GitHub repository, https://github.com/casact, under the MPL2.0 license.

Who May Submit a Proposal?

The CAS welcomes proposals from anyone, regardless of their profession, education, or geographic location. Proposals should include a clear outline of the manuscript that will be delivered. The proposal should be accompanied by the resumes of the author(s), indicating how their backgrounds and education demonstrate their expertise on this subject. 

What Are the Submission Requirements?

Authors interested in proposing a monograph on this topic should submit a proposal that includes:

• Proposed title.
• A short description of the topics to be addressed and the approach that will be taken.
• An explanation of how the monograph will contribute to the body of knowledge in property-casualty actuarial science and support practitioners.
• A resume for each author, indicating how their background, education, and experience bear on their qualifications to write the monograph.

• A list of publications for each author.

• Contact information for all authors.

Authors are encouraged to submit working templates in spreadsheets, notebooks, or other open-source formats for models or methods discussed or developed in the monograph. These materials will be published alongside the published work.

The Monograph Editorial Board will notify authors of their decision on all proposals.

What Is the Time Frame?

An Editorial Board member will be assigned to work with each author to monitor the paper’s progress and to provide general guidance for completion of the paper. Interim drafts, based on a schedule proposed by the author, may be requested.

Final manuscripts are subject to the peer review process. Accepted monographs will be published and available on the CAS website.

How Do I Submit a Proposal?

Proposals should be submitted by email to Greg Guthrie, CAS Managing Editor. Emails should include the subject line: “Survival Modeling Monograph Proposal,” followed by the lead author’s last name.

Have Questions?

Any questions on this Call may be addressed to Greg Guthrie, CAS Managing Editor, or Elizabeth Smith, Director of Publications and Research.