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5 résultats pour « forecasting »

Machine Learning in Forecasting Motor Insurance Claims

10 nov. 2023 Autre, claims, machine learning, forecasting, Insurance

Accurate insurance claims forecasting is vital for financial planning and risk management. This study introduces innovative variables, such as weather conditions and car sales, and employs Machine Learning algorithms to predict average insurance claims per quarter. Key influential variables include new car sales and minimum temperature with specific lags. The findings aid insurers in enhancing claims forecasting by considering additional parameters like weather and sales data.

Demographic Issues in Longevity Risk Analysis

18 août 2023 Autre, risk, uncertainty, stochastic, forecasting, longevity, modeling, demographic

The paper discusses #modeling #longevity #risk, focusing on assumptions in #demographic #forecasting to project past data into the future. #stochastic forecasts are crucial to quantify #uncertainty in cohort survival predictions, including process variance and parameter/model errors.

The Probability Conflation: A Reply

27 janv. 2023 Autre, probability, riskassessment, forecasting, math, tailrisk, evt, expertjugement, Quantification des risques

"We respond to Tetlock et al. (2022) showing 1) how expert judgment fails to reflect tail risk, 2) the lack of compatibility between forecasting tournaments and tail risk assessment methods (such as extreme value theory). More importantly, we communicate a new result showing a greater gap between the properties of tail expectation and those of the corresponding probability."

The economic impact of conflict‑related and policy uncertainty shocks: the case of Russia

1 déc. 2022 Autre, uncertainty, geopoliticalrisk, forecasting, gdp, russia, countryrisk

"We show that negative shocks to the selected indicators lead to economic slowdown, with a persistent drop in GDP growth and a short-lived but large increase in country risk."

Forecasting Bank Capital Ratios Using the Prophet Model by Facebook

28 juin 2022 Autre, banks, regulatory, stresstesting, forecasting, capitalratios, prophetmodel, arimax

"... we conclude that the Prophet model does a good job of forecasting bank capital ratios, which could supplement bank stress tests by regulatory agencies."

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