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.
Materials
Applied Robust Performance Analysis for Actuarial Applications
Applied Robust Performance Analysis for Actuarial Applications Presentation
Thank You
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
Questions
If you have questions or comments on this research, please contact Ronora Stryker, SOA Research Actuary, at rstryker@soa.org