Research Insights - Parameter Uncertainty

Research Insights, a Society of Actuaries Podcast
24/07/2017 15 min
Research Insights - Parameter Uncertainty

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Episode Synopsis

This podcast discusses the study, 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. 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.

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