Big Data and Actuarial Science [PDF]
Big Data and Cognitive Computing, 2020This 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
doaj +4 more sources
actuar: AnRPackage for Actuarial Science [PDF]
Journal of Statistical Software, 2008actuar 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.
Vincent Goulet+2 more
core +12 more sources
Stochastic arrangement increasing risks in financial engineering and actuarial science – a review
Quantitative Finance and Economics, 2018We review recent research results on stochastic arrangement increasing risks in financialand actuarial risk management, including allocation of deductibles and coverage limits concerned withmultiple dependent risks in an insurance policy, the ...
Chen Li, Xiaohu Li
doaj +3 more sources
Implementation of Correlation and Regression Models for Health Insurance Fraud in Covid-19 Environment using Actuarial and Data Science Techniques [PDF]
Int. J. Recent Technol. Eng. vol. 9 no. 3 pp. 699-706 Sep. 2020, 2021Fraud acts as a major deterrent to a companys growth if uncontrolled. It challenges the fundamental value of Trust in the Insurance business. COVID-19 brought additional challenges of increased potential fraud to health insurance business. This work describes implementation of existing and enhanced fraud detection methods in the pre-COVID-19 and COVID ...
Rohan Yashraj Gupta+3 more
arxiv +3 more sources
Extensions of Morse-Smale Regression with Application to Actuarial Science [PDF]
arXiv, 2017The problem of subgroups is ubiquitous in scientific research (ex. disease heterogeneity, spatial distributions in ecology...), and piecewise regression is one way to deal with this phenomenon. Morse-Smale regression offers a way to partition the regression function based on level sets of a defined function and that function's basins of attraction ...
Colleen Farrelly
arxiv +3 more sources
Quantum Computational Insurance and Actuarial Science [PDF]
arXivIn recent years, quantum computation has been rapidly advancing, driving a technological revolution with significant potential across various sectors, particularly in finance. Despite this, the insurance industry, an essential tool for mitigating unforeseen risks and losses, has received limited attention.
Huanyu Liu+7 more
arxiv +3 more sources
The concept of comonotonicity in actuarial science and finance: applications [PDF]
Insurance: Mathematics and Economics, 2002In 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
openalex +3 more sources
The concept of comonotonicity in actuarial science and finance : theory. [PDF]
Insurance: Mathematics and Economics, 2002n 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.
Denuit, Michel+4 more
core +5 more sources
actuar: An R Package for Actuarial Science
Journal of Statistical Software, 2008actuar 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
doaj +1 more source
Mixed Models for Predictive Modelling in Actuarial Science [PDF]
SSRN Electronic Journal, 2012We 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
openalex +5 more sources