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08/21/2023
An engine to simulate insurance fraud network data
Traditionally, the detection of fraudulent insurance claims relies on bu...
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06/27/2023
Catastrophe risk in a stochastic multi-population mortality model
This paper presents an approach to incorporate mortality shocks into mor...
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04/18/2023
On clustering levels of a hierarchical categorical risk factor
Handling nominal covariates with a large number of categories is challen...
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06/30/2022
Insurance pricing with hierarchically structured data: An illustration with a workers' compensation insurance portfolio
Actuaries use predictive modeling techniques to assess the loss cost on ...
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11/19/2021
Assessing the impact of the COVID-19 shock on a stochastic multi-population mortality model
We aim to assess the impact of a pandemic data point on the calibration ...
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09/15/2020
Social network analytics for supervised fraud detection in insurance
Insurance fraud occurs when policyholders file claims that are exaggerat...
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07/14/2020
Model-Agnostic Interpretable and Data-driven suRRogates suited for highly regulated industries
Highly regulated industries, like banking and insurance, ask for transpa...
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07/02/2020
Pricing service maintenance contracts using predictive analytics
As more manufacturers shift their focus from selling products to end sol...
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09/18/2019
Modeling the occurrence of events subject to a reporting delay via an EM algorithm
A delay between the occurrence and the reporting of events often has pra...
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04/12/2019
Boosting insights in insurance tariff plans with tree-based machine learning
Pricing actuaries typically stay within the framework of generalized lin...
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10/07/2018