Most recent
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Predictive Analytics Hack-a-Thon 2022
Describes the Predictive Analytics Hack-a-Thon held in 2022 and its outcomes. -
Y-aware Feature Engineering with High Cardinality Features (Part 2 of 4)
This is the second in a 4-part series where Anders Larson and Shea Parkes discuss predictive analytics with high cardinality features. In this episode they focus on y-aware feature engineering. Y-aware feature engineering is all about carefully bleeding information from your training response back into your engineered features without grossly misrepresenting your ability to generalize to new data. -
Introducing Predictive Analytics with High Cardinality Features (Part 1 of 4)
This is the first in a 4-part series where Anders Larson and Shea Parkes discuss predictive analytics with high cardinality features. In this episode they focus on introducing what high cardinality features are, why you might want to work with them and some of the basic approaches to including them in predictive models. -
An Exploration of the Quantum Actuary
Quantum theory is one of the significant concept in modern physics. Many phenomena in nature and society also show the characteristics of "quantization", of course including the insurance market. Probability is the cornerstone in the actuarial calculation while the quantum mechanics could give different perspectives on the probability. The paper proposes a new approach to explore the quantum application to the insurance market by solving the partial differential equation of the Schrödinger equation with some simple Hamiltonian such as infinite square potential well, potential barrier penetration and harmonic oscillator which may be helpful for the development of quantum actuarial. -
The Tests Never End: An Overview of Software Testing Methods for Actuaries – Part 3 of 3
This is the third and final installment of a 3-part series where Joe Alaimo and Andy Rallis discuss the different types of software testing, what they are, how they are performed and ways that they apply to the software development that actuaries are involved in. -
Speculative Fiction Contest: New Name and Expanded Ways to Enter and Win
An announcement about the new name of the Speculative Fiction Contest as well as some information about the contest's new categories for entry. -
Immunize Against Inflation Risk? Protecting an Insurance Portfolio Against Persistent Inflation
It is prudent to raise an alarm over the persistency of current inflation risk as part of a proactive risk management strategy. There is a chance that the current rise in inflation may subside as has happened numerous times during the past decades, but that does not preclude the need to build a robust portfolio that can withstand a more sustained and persistent inflation shock. I hereby present a framework to construct an optimal portfolio that protects investors against persistently higher inflation. -
The Tests Never End: An Overview of Software Testing Methods for Actuaries – Part 2 of 3
This is the second in a 3-part series where Joe Alaimo and Andy Rallis discuss the different types of testing, what they are, how they are performed and ways that they apply to the software development that actuaries are involved in. -
Meet Hybrid Data: A Blend of Alternative and Traditional Data. A Case Study to Construct an Improved Inflation Index
In the following article, I introduce the concept of “hybrid data,” a combination of alternative and traditional data, which I illustrate through an example on inflation, to be of better value than considering purely a traditional data or alternative data source alone. We present a case where we use alternative data from Zillow, to improve upon the Consumer Price Index (CPI), and thus create an index that is more pertinent to consumers and investors alike. -
The Tests Never End: An Overview of Software Testing Methods for Actuaries – Part 1 of 3
This is the first in a 3-part series where Joe Alaimo and Andy Rallis discuss the different types of testing, what they are, how they are performed and ways that they apply to the software development that actuaries are involved in.
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