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:
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