Casualty Actuarial Society

Press Room

JRMS Issues Report on Parameter Uncertainty

10/18/2017 —

Sponsored by the Casualty Actuarial Society (CAS), Canadian Institute of Actuaries (CIA), and the Society of Actuaries' (SOA) Joint Risk Management Section and the Joint Risk Management Research Committee, this study examines and describes parameter uncertainty. Authored by a Hartman Analytics team of Brian Hartman, Robert Richardson, and Rylan Bateman, the paper provides structures to incorporate parameter uncertainty in quantifying risk and illustrates the application through case studies.

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