51-C
How Powerful Are Your Rating Factors?

Tuesday, April 1, 2014: 10:30 a.m.
Washington Room 1 (Washington Marriott Wardman Park)
Session Description:
This session is a practical mortality demonstration using Generalised Linear Models (GLMs).  GLMs provide an approach where rating factor interactions can be analysed, thereby avoiding the dangers of a one way analysis.  Keeping theory to a minimum, we consider a practical mortality demonstration, investigating the predictive power of different rating factors and look at the impact when key risk factors are removed from the analysis.
Presentation 1
Chris Reynolds, Team Leader LS-A, PartnerRe
Handouts
  • ICA2014_Rating Factors_Final_Handouts.pdf (2.0 MB)