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Big Data and Actuarial Science [PDF]
This article investigates the impact of big data on the actuarial sector. The growing fields of applications of data analytics and data mining raise the ability for insurance companies to conduct more accurate policy pricing by incorporating a broader variety of data due to increased data availability.
Hossein Hassani+2 more
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The concept of comonotonicity in actuarial science and finance: applications [PDF]
In an insurance context, one is often interested in the distribution function of a sum of random variables (rv’s). Such a sum appears when considering the aggregate claims of an insurance portfolio over a certain reference period. It also appears when considering discounted payments related to a single policy or a portfolio, at different future points ...
Dhaene, J.L.M.+4 more
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Mixed Models for Predictive Modeling in Actuarial Science [PDF]
We start with a general discussion of mixed (also called multilevel) models and continue with illustrating specific (actuarial) applications of this type of models. Technical details on (linear, generalized, non-linear) mixed models follow: model assumptions, specifications, estimation techniques and methods of inference.
Antonio, K., Zhang, Y.
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actuar: AnRPackage for Actuarial Science [PDF]
actuar is a package providing additional Actuarial Science functionality to the R statistical system. The project was launched in 2005 and the package is available on the Comprehensive R Archive Network since February 2006. The current version of the package contains functions for use in the fields of loss distributions modeling, risk theory (including
Goulet, Vincent+2 more
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Actuarial Science in the Middle Ages [PDF]
G. J. Knapman, R. D. Clarke
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On Writing Actuarial Science [PDF]
RJ Thomson
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A typology of models used in actuarial science
This paper proposes a categorisation of the models used in actuarial science. It illustrates the application of that categorisation by using it to classify numerous such models. It is suggested that this categorisation, together with the illustrative classification, may be used as a typology for the classification of other such models, and that this ...
RJ Thomson
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The concept of comonotonicity in actuarial science and finance: theory [PDF]
In an insurance context, one is often interested in the distribution function of a sum of random variables. Such a sum appears when considering the aggregate claims of an insurance portfolio over a certain reference period. It also appears when considering discounted payments related to a single policy or a portfolio at different future points in time.
Dhaene, J.L.M.+4 more
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Computational Actuarial Science with R
Introduction Arthur Charpentier and Rob Kaas Methodology Standard Statistical Inference Christophe Dutang Bayesian Philosophy Arthur Charpentier and Ben Escoto Statistical Learning Arthur Charpentier and Stephane Tuffery Spatial Analysis Renato Assuncao, Marcelo Azevedo Costa, Marcos Oliveira Prates, and Luis Gustavo Silva e Silva Reinsurance and ...
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Editorial for special issue on advances in Actuarial Science and quantitative finance. [PDF]
Feng R+3 more
europepmc +1 more source