General Insurance Spring Conference
This session will be an unvarnished look at the practical challenges encountered in building a market-leading Pricing Data Science Team within a large established insurer.
General Insurance Spring Conference
In this presentation, we will discuss typical automation approaches and their flaws; how could you do it differently through alternative modelling approaches and wider considerations; and how might the reserving world of the future look.
General Insurance Spring Conference
In this webinar, we define bootstrap procedures for the Cape-Cod method, show how these can be applied and how the results compare to more established methods used in practice. We consider which of the methods are more appropriate for use in reserve risk estimation under Solvency II and accounting estimates in the context of IFRS 17 and we provide R code to reproduce these methods on representative data.
General Insurance Spring Conference
In this presentation, we will develop a reserving model step-by-step. Starting with a simple chain ladder, we gradually introduce incremental improvements, culminating with a probabilistic, mixture density, neural network on individual claims.
Findings from the Commutation Rate Research Working Party’s investigation on appropriate allowances to make when setting commutation rates.