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2017 CAS Predictive Analytics Marketplace

Research Articles

  1. Ratemaking for a New Territory: Enhancing GLM Pricing Model with a Bayesian Analysis
    MotivationThis paper offers a Bayesian approach in ratemaking for a new territory where a company considers starting a new business, or for a relatively new territory where the company has very limited claims experience. MethodA Bayesian Poisson …
  2. Reserving with Machine Learning: Applications for Loyalty Programs and Individual Insurance Claims
    Motivation Reserving is typically performed on aggregate claim data using familiar reserving techniques such as the chain ladder method. Rich data about individual claims is often available but is not systematically used to estimate ultimate losses. …
  3. Minimum Bias, GLMs, and Credibility in the Context of Predictive Modeling
    When predictive performance testing, rather than testing model assumptions, is used for validation, the needs for detailed model specification are greatly reduced. Minimum bias models trade some degree of statistical independence in data …
  4. PEBELS: Policy Exposure Based Excess Loss Smoothing
    PEBELS is a method for estimating the expected loss cost for each loss layer of an individual property risk regardless of size. By providing maximum resolution in estimating layer loss costs, PEBELS facilitates increased accuracy and sophistication …
  5. Data & Technology Working Party Report
    The evolving definition of Advanced Analytics and the emergence of the Data Scientist In its infancy, Actuarial Science operated at the leading edge of contemporary analytic capabilities and could be easily said to be employing “advanced analytics.…

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The CAS Roundtable

Posted on 05/11/2018
By Brian Fannin

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