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Data Analytics for Non-Life Insurance Pricing [PDF]

SSRN Electronic Journal, 2019
These notes aim at giving a broad skill set to the actuarial profession in non-life insurance pricing and data science. We start from the classical world of generalized linear models, generalized additive models and credibility theory. These methods form
Mario V. Wuthrich, Christoph Buser
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Non-Life Insurance: Mathematics & Statistics

SSRN Electronic Journal, 2017
The present manuscript provides a basis in non-life insurance mathematics and statistics which form a core subject of actuarial science. It discusses collective risk modeling, individual claim size modeling, approximations for compound distributions ...
Mario V. Wuthrich
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Non-Life Insurance Risk Classification Using Categorical Embedding

Social Science Research Network, 2021
This article presents several actuarial applications of categorical embedding in the context of non-life insurance risk classification. In non-life insurance, many rating factors are naturally categorical, and often the categorical variables have a large
Peng Shi, Kun Shi
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Reinsurance and Financial Performance of Non-life Insurance Companies in Ghana

, 2021
The study examines how premiums ceded to a reinsurer affect the profitability of non-life insurance companies in Ghana. Secondary data on reinsurance ceded, combined ratio, assets, liabilities and return on assets for 20 non-life insurance companies over
Charles Andoh, S. A. Yamoah
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Performance Analysis of Financial Ratios - Indian Public Non-Life Insurance Sector

, 2021
Performance evaluation is an art through which one can learn about the efficiency achieved in the working of a particular organization. As regards performance evaluation of an organization, there are various measures to analyze performance of any ...
Jeelan Basha., Dr. Bhadrappa Haralayya
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Non-Life Insurance Mathematics.

Journal of the Royal Statistical Society. Series A (Statistics in Society), 1990
1. Problems.- 2. Tools.- 3. Premiums.- 4. Reinsurance.- 5. Retentions.- 6. Statistics.- 7. Reserves.- 8. Solutions.- References.
Patrick Carroll, E. Straub
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Non-life insurance ratemaking techniques:

, 2021
The primary role of insurance is to protect and guarantee individuals' financial safety and security against the financial consequences of random incidents.
Fatima El Kassimi, J. Zahi
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Assessing Inflation Risk in Non-Life Insurance [PDF]

SSRN Electronic Journal, 2015
Abstract Inflation risk is of high relevance in non-life insurers’ long-tail business and can have a major impact on claims reserving. In this paper, we empirically study claims inflation with focus on automobile liability insurance based on a data set provided by a large German non-life insurance company.
Bohnert, Alexander, Gatzert, Nadine, Kolb, Andreas   +2 more
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On bootstrap estimators of some prediction accuracy measures of loss reserves in a non-life insurance company

Communications in statistics. Simulation and computation, 2020
This article considers the hierarchical generalized linear model (HGLM) for loss reserving in a non-life insurance. In the current insurance practice, insurance companies use generalized linear models (GLM) for prediction of the total loss reserve.
A. Wolny-Dominiak, Tomasz Żądło
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Optimisation in Non-Life Insurance

Stochastic Models, 2006
In this course we review two optimisation problems. The first problem is to minimise the ruin probability by proportional reinsurance. The results are complemented by some asymptotic considerations of the minimal ruin probability and the optimal strategy. The second problem is to maximise the expected discounted dividend payout.
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