Announcement: SOA releases February 2024 Exam FM passing candidate numbers.

Predictive Modeling: A Modeler’s Introspection – A Paper Describing How to Model and How to Think Like a Modeler

The Society of Actuaries’ Committee on Finance Research is pleased to make available a research report describing a case study on an application of predictive modeling to long-term disability pricing.  The report was authored by Michael Ewald and Qiao Wang.


Report

Predictive Modeling: A Modeler’s Introspection – A Paper Describing How to Model and How to Think Like a Modeler

Listen to the podcast, too.


Questions

If you have any questions or comments regarding the report, please contact Steve Siegel, Research Actuary at ssiegel@soa.org.

Readers may also be interested in a collection of articles on predictive modeling sponsored by the Society of Actuaries.


Thank You

The Committee on Finance Research would like to thank the following individuals for their input and review:


William Cember (Chair)
Andy Ferris
Jean-Marc Fix
John Hegstrom
Christine Hofbeck
Steve Marco
Dennis Radliff
Steve Siegel, Research Actuary
Barbara Scott, Research Administrator