Announcement: SOA congratulates the new FSAs for June 2019.

Parameter Uncertainty

Sponsored by the Casualty Actuarial Society (CAS), Canadian Institute of Actuaries (CIA), and the Society of Actuaries' (SOA) Joint Risk Management Section and the Joint Risk Management Research Committee, this study examines and describes parameter uncertainty. Authored by a Hartman Analytics team of Brian Hartman, Robert Richardson, and Rylan Bateman, the paper provides structures to incorporate parameter uncertainty in quantifying risk and illustrates the application through case studies.

Report

Parameter Uncertainty 


Podcast


Thank You

The Sponsors would like to thank the following individuals who served on the Project Oversight Group.

Craig DeAlmeida

Louise Francis, Chair

Trevor Politt

Jan Schuh, SOA Sr. Research Administrator

Ronora Stryker, SOA Research Actuary


Questions or Comments?

If you have comments or questions, please contact research@soa.org.