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.
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
See more of: 51: Reinsurance: Modeling Mortality Rating Factors
See more of: Conference Program: Tracks
See more of: Conference Program: Tracks