Applied Robust Performance Analysis for Actuarial Applications

The Society of Actuaries announce the release of a new study on applied robust performance analysis for actuarial applications. Authored by Jose Blanchet, Henry Lam, Qihe Tang and Zhongyi Yuan, this paper’s objective is to systematically quantify and understand model errors in insurance applications. A summary presentation of the paper is also provided.

The Sponsor would like to thank the companies that participated in the study and the following individuals that served on the Project Oversight Group:

Jim Berger

Tom Edwalds

Robert Reitano

David Wylde

Ronora Stryker, SOA Research Actuary

Jan Schuh, SOA Sr. Research Administrator

If you have questions or comments on this research, please contact Ronora Stryker, SOA Research Actuary, at rstryker@soa.org