Some articles found in Actuarial journal, on ratemarking,
- Predictive Modeling—You Mean Actuarial Wizardry?, by Shane Barnes, http://casact.org/newsletter/…
- Predictive Modeling of Multi-Peril Homeowners Insurance by Edward Frees, Glenn Meyers and David Cummings, http://variancejournal.org/issues/… see also Predictive Modeling of Multi-Peril Homewoners Insurance
- Predictive Modeling by Serhat Guven, http://casact.org/newsletter/…
- “Goodness of Fit” vs. “Goodness of Lift”, by Glenn Meyers and David Cummings, http://casact.org/newsletter/…
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Pure Premium Regression with the Tweedie Model, by Glenn Meyers, http://casact.org/newsletter/…
- Beyond GLMs by Glenn Meyers, http://casact.org/newsletter/…
- Point Estimates by Glenn Meyers, http://casact.org/newsletter/…
- The Value of Lift by Glenn Meyers, http://www.casact.org/newsletter/…
- The R Programming Language—My “Go To” Computational Software by Glenn Meyers, http://casact.org/newsletter/…
- A Question of Balance by Ralph Blanchard (“An actuary then must be a mathematician, but a mere mathematician will be a very incompetent actuary.” Arthur Bailey, 18811) http://casact.org/newsletter/….
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- Distinguishing the Forest from the TREES: A Comparison of Tree-Based Data Mining Methods, by Richard Derrig and Louise Francis, http://variancejournal.org/issues/…
and in the CAS forums,
- More Flexible GLMs: Zero-Inflated Models and Hybrid Models by Mathew Flynn and Louise Francis
- Applications of the Offset in Property-Casualty Predictive Modeling by Jun Yan, James Guszcza, Matthew Flynn and Cheng-Sheng Peter Wu
- Generalized Linear Mixed Models for Ratemaking: A Means of Introducing Credibility into a Generalized Linear Model Setting by Fred Klinker
- Multi-Year Policy Pricing by Benjamin Newton
Arthur Charpentier
Arthur Charpentier, professor at UQaM in Actuarial Science. Former professor-assistant at ENSAE Paristech, associate professor at Ecole Polytechnique and assistant professor in Economics at Université de Rennes 1. Graduated from ENSAE, Master in Mathematical Economics (Paris Dauphine), PhD in Mathematics (KU Leuven), and Fellow of the French Institute of Actuaries.
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