Further readings on GLMs and ratemaking
Some articles found in Actuarial journal, on ratemarking, Predictive Modeling—You Mean Actuarial Wizardry?, by Shane Barnes, http://casact.org/newsletter/… Predictive Modeling of Multi-Peril Homeowners...
View ArticleReadings on IBNR and claims reserving
The second part of the course on nonlife insurance will be dedicated to IBNR and claims reserving techniques. The main reference is the textbook by Mario Wüthrich and Michael Merz (a preliminary...
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Conditional densities, on one single graph
With Stéphane Tufféry we’ve been working on credit scoring1 and we’ve been using the popular german credit dataset, > myVariableNames <- c("checking_status","duration","credit_history", +...
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Computational Actuarial Science
Last week, we’ve been through the book, completely, one last time, before sending it back to the publisher, with some comments and remarks, before publication ! So, this is it, the book will finally...
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Actuariat, le rêve américain
Ce billet (sous une forme proche) devrait proposé sous forme d’article dans les semaines à venir pour publication dans Variances, le journal des anciens ENSAE. En attendant, les commentaires sont...
View ArticleR package for Computational Actuarial Science
A webpage for the book is now hosted on http://cas.uqam.ca/ So far, it is a very basic page, but information regarding the package can be found there. For instance, to install the package, with all the...
View ArticleReview of ‘Computational Actuarial Science with R’
Andrey Kosteko recently pusblihed a review of the book Computational Actuarial Science with R in JRSS-A. As mentioned in the review, we should still improve the github, where codes are supposed to be...
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Review of ‘Computational Actuarial Science, with R’
Nice review of the book in the International Statistical Review, of the book Computational Actuarial Science with R, Again, the datasets used in the book can be found on >...
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