Description: Describes the next generation of predictive analytics

Description: Full issue of Predictive Analytics and Futurism July 2016 newsletter.

Description: Overview and review of books to teach yourself about deep learning.

Description: A discussion on using the Cox Proportional Hazards Model in developing a predictive underwriting model that produces a mortality multiplier for each individual.

Description: A discussion about how many models can address the over fitting issues caused by too many variables by regularization, variable selection is still meaningful.

Description: Short descriptions of the various articles in the June issue.

Description: Article about entries to the Speculative Fiction Contest and the winning entry for the Speculative Fiction and Futurism section prize.

Description: This report aims to help actuaries and other interested parties to define the relative differences in managing risks between the insurance and banking industries. This report guides actuaries and others about change risk management practices to prevent future financial failures. The paper seeks to examine what factors account for the differences in the United States, compared with Canada about the underlying causes and effects of the most recent crisis with financial institutions.

Description: This is the English version of the research report, “Funding Public Health Insurance Plans Canada and Globally”. This report briefly looks at the actual health care funding models and metrics in seven countries (Canada, Sweden, France, Germany, Switzerland, the United Kingdom, and the United States) along with health care metrics for another 13 countries (20 OECD countries in total). This report also suggests a number of possible areas where actuaries could provide expertise to assist in the management of public health care plans.

Description: There have been many examples of interest rate swap deals which have not produced the desired results for the end-user, largely due to unanticipated interest rate movements. While the authors of this paper strongly believe that derivatives, such as IR swaps, are powerful tools, which when used properly can effectively transfer risk and enhance the efficiency of markets, they also believe it is critically important to analyze the potential exposure to interest-rate risk. In this article, they provide the necessary background to measure this potential exposure.