Description: Editorial for the May 2019 issue of Predictive Analytics & Futurism newsletter.

Description: The predictive analytics application growth in the Asia-Pacific region has been gaining momentum.

Description: Feature article providing a brief introduction to Cython.

Description: This article gives a brief overview of ways to extend clustering analysis beyond basic methods such a k-means

Description: The Possible Role of Convolutional Neural Networks in Mortality Risk Protection

Description: Description of methods for extracting and reformatting the existing mortality tables using R. Methods and formats for storage are discussed in the second article. Intent is to generate discussion regarding the format of our stored mortality tables. Value is in the demonstration of task automation in R and in the reduction of duplicate work across companies related to reformatting tables.

Description: In recent years, vast amount of data from emerging experiences has helped insurers gain a deeper understanding of their policyholders and the factors driving their behaviors. However, due to limitations in traditional experience study methods, this understanding typically remains at the cohort level. This series of articles proposes a novel machine learning-based model that analyzes and predicts policyholder behaviors at the individual policy level. Policyholder embedding representations are learned using a Recurrent Neural Network (RNN) that takes into account the sequence of historical transactions associated with a policy. Additionally, a Neural Network with a multi-head architecture is trained to predict the policyholder's next action based on the policyholder embedding and other policy attributes. The resulting model offers several advantages over traditional experience studies and assumption-setting methods, including the ability to set policy-level assumptions that improve reserve accuracy, predict multiple behaviors simultaneously while capturing the interrelationships between them, and generate policyholder embedding representations that are useful for segmentation.

Description: We compare two predictive analytics methods - GLM and GBM in terms of predictiveness vs. interpretability.

Description: Feature article discussing the ways artificial intelligence will influence the actuarial field.

Description: Chairperson's column for the May 2019 issue of Predictive Analytics & Futurism.