Predictive Modeling Applications in Actuarial Science

Herausgeber: Derrig, Richard A.; Meyers, Glenn; Frees, Edward W.

• Gebundenes Buch

Produktbeschreibung

Predictive modeling involves the use of data to forecast future events. Building on the foundations developed in the first volume, Volume 2 examines applications of predictive modeling, focusing on property and casualty insurance, exposing readers to a variety of techniques in real-life contexts that demonstrate the value of predictive modeling.

Produktdetails

• Verlag: Cambridge University Press
• Seitenzahl: 336
• Erscheinungstermin: 4. August 2016
• Englisch
• Abmessung: 250mm x 175mm x 23mm
• Gewicht: 762g
• ISBN-13: 9781107029880
• ISBN-10: 1107029880
• Artikelnr.: 45155213

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.