Predictive Modelling Resources

Predictive Modelling Resources

Welcome to the resource page dedicated to predictive modelling for actuaries. As an emerging field for professionals working in many different practice areas, predictive modelling is becoming an accepted practice and its deployment has accelerated dramatically over the past few years. Given this emphasis, a list of potential reference materials was assembled for practitioners, covering a variety of topics and more technical material that the advanced practitioner will likely seek.

This page will help deliver information on predictive modelling and links to a variety of resources.

Books and other References
  1. 2008 Discussion Paper Program – Applying Multivariate Statistical Models
    • Various authors
    • Casualty Actuarial Society
    • 06/01/2008
  2. A Practitioner's Guide to Generalized Linear Models
    • Various authors
    • Towers Watson
    • 02/01/2007
  3. Data Mining Techniques: For Marketing, Sales, and Customer Relationship Management, Third Edition
    • Michael Berry, Gordon Linoff
    • Wiley
    • 03/01/2011
  4. Generalized Linear Models for Insurance Data
    • Piet de Jong, Gillian Z. Heller
    • Cambridge University Press
    • 02/01/2008
  5. Predictive Modeling Applications in Actuarial Science
    • Edward Frees, Glen Meyers, Richard Derrig
    • Cambridge University Press
    • 07/01/2014
Life and Health
  1. Insurers Test Data Profiles to Identify Risky Clients
    • Leslie Scism, Mark Maremont
    • Wall Street Journal
    • 11/19/2010
  2. 2014 Post Level Term Lapse and Mortality Report (en anglais seulement)
    • Derek Kueker, Tim Rozar, Michael Cusumano, Susan Willeat, Richard Xu
    • Society of Actuaries
    • 05/01/2014
  3. Predictive Modeling for Life Insurance
    • Various authors
    • Deloitte Consulting
    • 04/01/2010
  4. Big Data and Analytics' dramatic impacts in the Life Insurance Industry
    • Jean-Yves Rioux
    • Canadian Reinsurance Conference
    • 03/01/2017
Other Analytics
  1. Model Validation for Insurance Enterprise Risk and Capital Models
    • Various authors
    • Canadian Institute of Actuaries, Casualty Actuarial Society, Society of Actuaries
    • 04/01/2014
Property and Casualty Applications
  1. Beyond the Cost Model: Understanding Price Elasticity and Its Application
    • Serhat Guven, Michael McPhail
    • Casualty Actuarial Society
    • 04/01/2013
  2. Predictive Modeling of Multi-Peril Homeowners Insurance
    • Various authors
    • Casualty Actuarial Society
    • 12/01/2011
  3. Staying Ahead of the Analytical Competitive Curve: Integrating the Broad Range Applications of Predictive Modeling in a Competitive Market Environment
    • Jun Yan, Mo Masud, Cheng-sheng Peter Wu
    • Casualty Actuarial Society
    • 12/01/2008
  1. The Elements of Statistical Learning
    • T. Hastie, J. Friedman, R. Tibshirani
    • Springer
    • 01/01/2009
  2. An Introduction to Statistical Learning
    • G. James, D. Witten, R. Tibshirani, T. Hastie
    • Springer
    • 01/01/2013