At the 2025 @CasualtyActuarialSociety Reinsurance Seminar, Samir Shah spoke about the rise of casualty insurance-linked securities (ILS) — and how it can serve as the new tool of c...

We rely on time series models for estimating the loss ratios insurers will achieve in future years. Our choice of models is not arbitrary or purely driven by backtesting performanc...

We look at basic features of insurance companies by exploring statutory filings data. We see how many property & casualty insurance companies there are, and how insurance groups ar...

Many traditional loss development models center around the notion of link ratios. We describe the importance of prior distributions in the context of Bayesian modeling, and some of...

We rely on time series models for estimating the loss ratios insurers will achieve in future years. Our choice of models is not arbitrary or purely driven by backtesting performanc...

Loss development tail factors are difficult to estimate, due to training data that is typically quite sparse and volatile. We propose a new estimation technique that is well-grounde...

Averaging predictions from multiple candidate inferential models frequently outperforms predictions from any given candidate model in isolation. Here, we introduce BayesBlend, the ...