Is it optimal to group policyholders by age, gender, and seniority for BEL computations based on model points?

DOI10.1007/S13385-015-0106-7zbMath1329.91063OpenAlexW2013521527MaRDI QIDQ2356242

Xavier Guerrault, Pierre-Olivier Goffard

Publication date: 29 July 2015

Published in: European Actuarial Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s13385-015-0106-7

zbMATH Keywords

functional data analysisSolvency IIlongitudinal data classificationsaving contracts claim reservingstatistical partitioning and classification

Mathematics Subject Classification ID

Related Items (3)

AN EFFECTIVE BIAS-CORRECTED BAGGING METHOD FOR THE VALUATION OF LARGE VARIABLE ANNUITY PORTFOLIOS ⋮ A model-point approach to indifference pricing of life insurance portfolios with dependent lives ⋮ Grouping of contracts in insurance using neural networks

Uses Software

• KmL
• clusfind

Cites Work

• Best estimate calculations of savings contracts by closed formulas: application to the ORSA
• Fast remote but not extreme quantiles with multiple factors: applications to Solvency II and enterprise risk management
• Functional data clustering: a survey
• KmL: k-means for longitudinal data
• Stochastic evaluation of life insurance contracts: model point on asset trajectories and measurement of the error related to aggregation
• A Criterion for Determining the Number of Groups in a Data Set Using Sum-of-Squares Clustering
• Finding Groups in Data
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item

This page was built for publication: Is it optimal to group policyholders by age, gender, and seniority for BEL computations based on model points?