Predictive Modeling Applications in Actuarial Science: Volume 2, Case Studies in Insurance (eBook, PDF)

Redaktion: Frees, Edward W.

• Format: PDF

Produktbeschreibung

Predictive modeling uses data to forecast future events. It exploits relationships between explanatory variables and the predicted variables from past occurrences to predict future outcomes. Forecasting financial events is a core skill that actuaries routinely apply in insurance and other risk-management applications. Predictive Modeling Applications in Actuarial Science emphasizes life-long learning by developing tools in an insurance context, providing the relevant actuarial applications, and introducing advanced statistical techniques that can be used to gain a competitive advantage in situations with complex data. Volume 2 examines applications of predictive modeling. Where Volume 1 developed the foundations of predictive modeling, Volume 2 explores practical uses for techniques, focusing on property and casualty insurance. Readers are exposed to a variety of techniques in concrete, real-life contexts that demonstrate their value and the overall value of predictive modeling, for seasoned practicing analysts as well as those just starting out.

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Produktdetails

• Verlag: Cambridge University Press
• Erscheinungstermin: 27. Juli 2016
• Englisch
• ISBN-13: 9781316722923
• Artikelnr.: 53335026

Inhaltsangabe

1. Pure premium modeling using generalized linear models Ernesto
Schirmacher; 2. Applying generalized linear models to insurance data -
frequency-severity vs pure premium modeling Dan Tevet; 3. GLMs as
predictive claim models Greg Taylor and James Sullivan; 4. Frameworks for
general insurance ratemaking - beyond the generalized linear model Peng Shi
and James Guszczaz; 5. Using multilevel modeling for group health insurance
ratemaking - a case study from the Egyptian market Mona S. A. Hammad and
Galal A. H. Harby; 6. Clustering in general insurance pricing Ji Yao; 7.
Advanced unsupervised learning methods applied to insurance claims data
Louise A. Francis; 8. The predictive distribution of loss reserve estimates
over a finite time horizon Glenn Meyers; 9. Finite mixture model and
workers compensation large loss regression analysis Luyang Fu and Xianfang
Liu; 10. A framework for managing claim escalation using predictive
modeling Mohamad A. Hindawi and Claudine H. Modlin; 11. Predictive modeling
for usage-based auto insurance Udi Makov and Jim Weiss.