Casualty Actuarial Society


Working Papers

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  1. NEW! "Terraforming Data Science/Big Data Strategy: Building a modeling regime that works for the future" by Syed Danish Ali (Posted March 9, 2018)
  2. Extensions of Morse-Smale Regression with Application to Actuarial Science” By Colleen Farrelly (Posted December 11, 2017)
  3. Decision Theoretic Concerns in Insurance Rate Models” By Daniel W. Lupton, FCAS, MAAA (Posted December 11, 2017)
  4. Reinsurance Pricing and Optimization in Emerging Markets” By Syed Danish Ali (Posted August 23, 2017)
  5. Applying Stochastic Loss Reserving to quantify variability in IBNR” By Syed Danish Ali (Posted August 23, 2017)
  6. Ratemaking for Emerging Liabilities in Property & Casualty Insurance: Practical Tools and Enriching Imagination” By Syed Danish Ali (Posted August 23, 2017)
  7. Actuarial Review of Commercial General Insurance Syed Danish Ali” by Syed Danish Ali (Posted June 6, 2017)
  8. Measuring Operational Excellence in Reserving” by Johannes Schneider and Vicenzo Salipante (Posted June 28, 2016)
  9. Developments on the Reserving Uncertainty Frontier ” by Syed Danish Ali (Posted June 28, 2016)
  10. Third party motor liability ratemaking with R” by Giorgio Alfredo Spedicato, Ph.D. (Posted June 4, 2012)

  11. Sustainability of Earnings: A Framework for Quantitative Modeling of Strategy, Risk, and Value” by Neil M. Bodoff, FCAS, MAAA. (Posted April 28, 2011)
  12. Measurement of Risk-Adjusted Profit and Calculation of Fair Premium” by Yingjie Zhang. (Posted September 2, 2010)
  13. Discarding Risk Avoidance and Embracing Risk Optimization: Managing Reinsurance Credit Risk” by Neil Bodoff, FCAS, MAAA. (Posted June 2, 2010)
  14. How to Create a Market Cycle” by Dave Clark, FCAS. (Posted March 26, 2010)
  15. 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)
  16. Immigration Insurance by Kelly McKeethan, FCAS, MAAA, CPCU (Posted August 18, 2008)
  17. A Conceptual Proposal to Use Appraisal Value as a Supplementary Basis for Financial Valuation by Neil Bodoff, FCAS, MAAA (Posted August 6, 2009)
  18. Principles of the Chain-Ladder “Method” Selecting and Updating Claims Development Factors by Rajesh Sahasrabudde (Posted July 30, 2008, updated August 11, 2008)
    1. Discussion by Dr. Klaus D. Schmidt of “Principles of the Chain-Ladder ‘Method’ Selecting and Updating Claims Development Factors” by Rajesh Sahasrabudde (Posted August 26, 2009).

  19. Principles Underlying Actuarial Science M Allaben, C Diamantoukos, A Dicke, S Gutterman, S Klugman, R Lord, W Luckner, R Miccolis, J Tan (Posted July 30, 2008)