CAS Working Papers

Both CAS members and non-members are invited to submit working papers and discussions of existing working papers. Working papers and discussions should be submitted to the E-Forum editor, care of the CAS office. See the Working Paper FAQ for more information on submitting papers and discussions of papers. Comments may also be sent directly to the authors.

The CAS is interested in your feedback on this new initiative. Please send your comments to Elizabeth Smith.

PAPERS

  1. Sample Medical Actuarial Pricing Basic Burning Cost and Advanced Machine Learning Report
    By Syed Danish Ali (Posted September 27, 2023)
  2. Notes on Risk Classification – Cost vs. Efficiency. Practical considerations for the U.S. P&C Market
    By Joshua Wykle, FCAS (Posted September 27, 2023)
  3. Primer on IFRS 17
    By CAS Reserves Working Group (Patel et al.) (Posted December 16, 2021)
  4. "The Roulette Wheel and the Drunken Sailor: Principal-Agent Theory and its Ramifications for Insurance and Reinsurance Risk Management"
    By Neil M. Bodoff, FCAS, MAAA (Posted November 3, 2021)
  5. "A Proposal for a Universal Actuarial Notation"
    By Andrew Louca (Posted July 28 2020)
  6. "Estimation of Individual Claim Liabilities"
    By Marco De Virgilis and Pierluigi Cerqueti (Posted January 21, 2020)
  7. "Geo-Spatial Metrics for Insurance Risk Concentration and Diversification"
    By Ivelin M. Zvezdov (Posted March 12, 2019)
  8. "Terraforming Data Science/Big Data Strategy: Building a modeling regime that works for the future"
    By Syed Danish Ali (Posted March 9, 2018)
  9. "Extensions of Morse-Smale Regression with Application to Actuarial Science"
    By Colleen Farrelly (Posted December 11, 2017)
  10. "Reinsurance Pricing and Optimization in Emerging Markets"
    By Syed Danish Ali (Posted August 23, 2017)
  11. "Applying Stochastic Loss Reserving to quantify variability in IBNR"
    By Syed Danish Ali (Posted August 23, 2017)
  12. "Ratemaking for Emerging Liabilities in Property & Casualty Insurance: Practical Tools and Enriching Imagination"
    By Syed Danish Ali (Posted August 23, 2017)
  13. "Actuarial Review of Commercial General Insurance Syed Danish Ali"
    By Syed Danish Ali (Posted June 6, 2017)
  14. "Measuring Operational Excellence in Reserving"
    By Johannes Schneider and Vicenzo Salipante (Posted June 28, 2016)
  15. "Developments on the Reserving Uncertainty Frontier"
    By Syed Danish Ali (Posted June 28, 2016)
  16. "Third party motor liability ratemaking with R"
    By Giorgio Alfredo Spedicato, Ph.D. (Posted June 4, 2012)
  17. "Sustainability of Earnings: A Framework for Quantitative Modeling of Strategy, Risk, and Value"
    By Neil M. Bodoff, FCAS, MAAA (Posted April 28, 2011)
  18. "Measurement of Risk-Adjusted Profit and Calculation of Fair Premium"
    By Yingjie Zhang (Posted September 2, 2010)
  19. "Discarding Risk Avoidance and Embracing Risk Optimization: Managing Reinsurance Credit Risk"
    By Neil Bodoff, FCAS, MAAA (Posted June 2, 2010)
  20. "How to Create a Market Cycle"
    By Dave Clark, FCAS (Posted March 26, 2010)
  21. "Not If Affordability Data Adds Value but How to Add Real Value by Leveraging Affordability Data: Enhancing Predictive Capability of Credit Scoring Using Affordability Data"
    By Dhruv Sharma, George Overstreet, and Peter Beling (Posted October 1, 2009)
  22. "Immigration Insurance"
    By Kelly McKeethan, FCAS, MAAA, CPCU (Posted August 18, 2008)
  23. "A Conceptual Proposal to Use Appraisal Value as a Supplementary Basis for Financial Valuation"
    By Neil Bodoff, FCAS, MAAA (Posted August 6, 2009)
  24. "Principles of the Chain-Ladder “Method” Selecting and Updating Claims Development Factors"
    By Rajesh Sahasrabudde (Posted July 30, 2008, updated August 11, 2008)
  25. Discussion of "Principles of the Chain-Ladder ‘Method’ Selecting and Updating Claims Development Factors" by Rajesh Sahasrabudde
    By Dr. Klaus D. Schmidt (Posted August 26, 2009)
  26. "Principles Underlying Actuarial Science"
    By M Allaben, C Diamantoukos, A Dicke, S Gutterman, S Klugman, R Lord, W Luckner, R Miccolis, J Tan (Posted July 30, 2008)