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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 ...
Hossein Hassani+2 more
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actuar: An R Package for Actuarial Science
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.
Christophe Dutang+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 ...
Jan Dhaene+4 more
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On Teaching Actuarial Science [PDF]
Hans Bühlmann
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Mixed Models for Predictive Modelling 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.
Katrien Antonio, Yanwei Zhang
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Actuarial Science in the Middle Ages [PDF]
R. D. Clarke, Geoffrey J. Knapman
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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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Closed-form expressions to Gompertz-Makeham life expectancies: a historical note [PDF]
Results well known in the actuarial community about closed-form expressions to Gompertz and Gompertz-Makeham life expectancies for a person aged x are still being independently rediscovered to this day.
Filipe Costa de Souza
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A new two-parameter Rayleigh distribution: Statistical properties, actuarial measures, regression analysis, and applications [PDF]
This paper presents a novel two-parameter distribution derived from the Rayleigh distribution, thoroughly investigating its essential mathematical properties.
Ahmed M. Gemeay+2 more
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