Publications & Research
NOVEMBER-DECEMBER 2020
VOL. 47, NO. 6
VOL. 47, NO. 6
This paper develops a new model with seasonality, regression on congestion, and a linear trend with a changepoint to better understand the complicated dynamics in personal auto insurance.
The Casualty Actuarial Society recently published a new piece of research for members and risk management experts whose work could benefit from the use of economic scenario generators (ESGs).
This survey conducted by Max Rudolph of Rudolph Financial Consulting LLC helps risk managers contemplate individual risks, combinations of risks and unintended consequences of actions and inactions.
The Summer 2020 edition of the CAS E-Forum is a cooperative effort between various groups.
The world is going through an extraordinary event. Since it first appeared in Wuhan, China, in late 2019 (“First Covid-19 Case Happened in November, China Government Records Show - Report” 2020), the coronavirus has spread rapidly to most of the world’s population. Indeed, one of the difficulties of writing an article like this is to keep up with the pace of change. An earlier draft had included specific references to the current number of countries and individuals who had been affected. It took only a few days for those numbers to be badly short of the mark.
The 2020 Hachemeister Prize has been awarded to Ronald Richman for his paper, “AI in Actuarial Science”.