Actuarial Engineering

Casualty Actuarial Society

Public Loss Simulator Model


Goouon has signed research agreement with Casualty Actuarial Society (CAS) to develop the Public Loss Simulator. The Loss Simulation Model Working Party under CAS Committee on Dynamic Risk Modeling has developed a prototype simulator in APL language. Under the agreement, Goouon will help to enhance it with R and Visual Basic.NET languages, making it more conductive and appealing to researchers and actuaries.  The open source model will be available to all CAS members on the CAS web site

We presented the simulator topic at 2009 CAS Casualty Loss Reserve Seminar. Please review the presentation slides.

To download and run the public loss simulator development version, please click here


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