How to proxy the unnmodellable

  • Alan Xian
  • Benjamin Avanzi
  • Bernard Wong
  • Greg Taylor

Press/Media: Research

Description

Published as a general article for actuarial practitioners

 

Period16 Apr 2019

Media contributions

1

Media contributions

  • TitleHow to Proxy the Unmodellable
    Degree of recognitionNational
    Media name/outletActuaries Digital
    Media typeWeb
    CountryAustralia
    Date16/04/19
    DescriptionAt the 2018 GIS, a paper prepared by Benjamin Avanzi, Greg Taylor, Bernard Wong and Alan Xian was awarded the Taylor Fry Silver Prize. In this article, Alan outlines key highlights of their paper on analysing granular insurance claims in the presence of unobservable or complex drivers.
    URLhttps://www.actuaries.digital/2019/04/16/how-to-proxy-the-unmodellable/
    PersonsAlan Xian, Benjamin Avanzi, Bernard Wong, Greg Taylor