Description: This paper outlines a method of parametric modeling that may be used to produce forecasts and forecast intervals that will convey a measure of the reliance that may be placed on the forecasts. Followed by 2 discussion papers submitted

Description: Research report that explores key factors associated with an insurer’s reputational risk and conditions that would generate incentives for insurers to behave in a way that causes loss of their positive reputation.

Description: 1994 SOA Spring Meeting, Orlando. In this session the panel consider the question of uncertainty in loss reserves including discussion of sources and measurement. The panelists analyzed the same data set from different perspectives and discussed the strengths and weaknesses of the approaches.

Description: Description of the vast variety of predictive analytics topics covered by the Forecasting & Futurism section and introduction to the July 2015 issue of the newsletter.

Description: The purpose of this paper is to introduce the use of least squares for estimating parameters of mortality curves and discuss the advantages of this method.

Description: In this paper, we study a survival regression model known as Cox's proportional Hazards model. We assume that the data available are already grouped and develop a minimum distance estimation procedure that is also applicable when the data are also left or right censored. Asymptotic properties of the estimators are established and the numerical implementation of the method based on an iterated reweighted least squares algorithm is discussed.

Description: From a session at the Spring regional meeting of the Society of Actuaries held in Atlanta, Georgia, May 24-25, 1999 Presenters offer a preview of an actual Course 7 dealing with applied modeling.

Description: Reviewing a text covering multiple statistical modeling topics: e.g., generalized linear models, decision trees, clustering, using the statistical language R.

Description: From a session at the Spring regional meeting of the Society of Actuaries held in Atlanta, Georgia, May 24-25, 1999 Year 2000 and Beyond: Society of Actuaries New Course: Applied Modeling Demonstration Charts 1 & 2 from that presentation

Description: This session is from the 1976 Washington D.C. Meeting and discusses qualitative and quantitative models for forecasting. The session is a general teaching session and not for experts.