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SEMINAR

15/16 Nov 2018 in Barcelona

Predictive Modeling for Life & Health Insurance

Thursday, 15 November 2018

  1. 08:45 - 09:00 Registration
  2. 09:00 - 09:15 Introduction and welcome (EAA)
  3. 09:15 - 10:45 Review of programming in R
  4. Overview of key R packages used in actuarial work
  5. Brief review of simple linear regression
  6. Begin Case Study #1: Using R to apply regression models to interest rates and inflation
  7. 10:45 - 11:00 Coffee Break
  8. 11:00 - 12:30 Conclude Case Study #1
  9. Multivariate techniques
  10. Variable transformations
  11. 12:30 - 13:30 Lunch
  12. 13:30 - 15:00 Variable selection techniques
  13. Illustrative applications of multivariable models to life & health insurance
  14. 15:00 - 15:15 Coffee Break
  15. 15:15 - 17:00 Case Study #2: Selecting variables that predict claim incidence in a multivariable model
  16. 19:30 Dinner (approx.)

Friday, 16 November 2018

  1. 09:00 - 10:45 Theory of logistic regression
  2. Technical background
  3. Probit and logit functions
  4. Practical examples in life & health insurance
  5. Begin Case Study #3: Underwriting and claim management: using logistic regression to predict claim incidence
  6. 10:45 - 11:00 Coffee Break
  7. 11:00 - 12:30 Conclude Case Study #3
  8. Introduction to Generalized Linear Models (GLM)
  9. Binomial, Poisson, Gamma and inverse Gaussian models
  10. 12:30 - 13:30 Lunch
  11. 13:30 - 15:10 Applications of GLM to Life & Health actuarial assumptions
  12. Case Study #4: claim incidence assumption fitting
  13. 15:10 - 15:15 Concluding remarks, closing of the seminar (EAA)

Participant Feedback

of 5 Points
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Venue & Accommodation

The seminar will take place at the hotel

Sallés Hotel Pere IV
Calle Pallars 128-130
08018 Barcelona, Spain
Hotel website

We have arranged special prices for accommodation. The special rate is 99,00 € per night, including breakfast and VAT. It is valid for bookings by 14 October 2018 out of our allotment “EAA Seminar”. Our allotment includes a limited number of rooms. Kindly book your accommodation directly with the hotel by sending an email to grupos1@salleshotels.com (reference code EAA seminar), and note the hotel’s reservation terms and conditions and the hotel’s cancellation policy.

​Sponsor

Sponsor of the Seminar

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