Research Insights - Parameter Uncertainty
Research Insights, a Society of Actuaries Podcast · Research Insights
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Show Notes
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.