Results 11 to 20 of about 9,826 (238)

actuar: An R Package for Actuarial Science

Journal of Statistical Software, 2008
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, Vincent Goulet, Mathieu Pigeon   +2 more
doaj   +1 more source

On Teaching Actuarial Science [PDF]

British Actuarial Journal, 2003
Hans Bühlmann
openaire   +3 more sources

Closed-form expressions to Gompertz-Makeham life expectancies: a historical note [PDF]

Revista Brasileira de Estudos de População, 2022
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
doaj   +1 more source

Proposal for Mathematical and Parallel Computing Modeling as a Decision Support System for Actuarial Sciences

Axioms, 2023
This paper aims to find the actuarial tables that best represent the occurrences of mortality and disability in the Brazilian Armed Forces, thus providing a better dimensioning of the costs of military pensions to be paid by the pension system.
Marcos dos Santos, Carlos Francisco Simões Gomes, Enderson Luiz Pereira Júnior, Miguel Ângelo Lellis Moreira, Igor Pinheiro de Araújo Costa, Luiz Paulo Fávero   +5 more
doaj   +1 more source

A Proposal Based on Stochastic Differential Equations for Income [PDF]

International Journal of Industrial Engineering and Production Research, 2023
Previous work has highlighted the need to apply stochastic modeling to understand the dynamics of phenomena occurring in the insurance industry. In this paper, for life insurance and applying a stochastic approach under efficient markets, we use survival
Luis Ceferino Franco-Arbeláez, Luis Eduardo Franco-Ceballos, Héctor Alonso Olivares-Aguayo   +2 more
doaj  

Alleviating Class Imbalance in Actuarial Applications Using Generative Adversarial Networks

Risks, 2021
To build adequate predictive models, a substantial amount of data is desirable. However, when expanding to new or unexplored territories, this required level of information is rarely always available.
Kwanda Sydwell Ngwenduna, Rendani Mbuvha
doaj   +1 more source

Modelling Motor Insurance Claim Frequency and Severity Using Gradient Boosting

Risks, 2023
Modelling claim frequency and claim severity are topics of great interest in property-casualty insurance for supporting underwriting, ratemaking, and reserving actuarial decisions. Standard Generalized Linear Models (GLM) frequency–severity models assume
Carina Clemente, Gracinda R. Guerreiro, Jorge M. Bravo   +2 more
doaj   +1 more source

Modeling Vehicle Insurance Loss Data Using a New Member of T-X Family of Distributions

Journal of Statistical Theory and Applications (JSTA), 2020
In actuarial literature, we come across a diverse range of probability distributions for fitting insurance loss data. Popular distributions are lognormal, log-t, various versions of Pareto, log-logistic, Weibull, gamma and its variants and a generalized ...
Zubair Ahmad, Eisa Mahmoudi, Sanku Dey, Saima K. Khosa   +3 more
doaj   +1 more source

Machine Learning in P&C Insurance: A Review for Pricing and Reserving

Risks, 2020
In the past 25 years, computer scientists and statisticians developed machine learning algorithms capable of modeling highly nonlinear transformations and interactions of input features.
Christopher Blier-Wong, Hélène Cossette, Luc Lamontagne, Etienne Marceau   +3 more
doaj   +1 more source

Publisher Correction: The development of an extended Weibull model with applications to medicine, industry and actuarial sciences. [PDF]

Sci Rep
Imran M, Alsadat N, Tahir MH, Jamal F, Elgarhy M, Ahmad H, Johannssen A.   +6 more
europepmc   +3 more sources