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Time series data mining with an application to the measurement of underwriting cycles

Recurso electrónico / Electronic resource
Registro MARC
Tag12Valor
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003  MAP
005  20220911211326.0
008  200102e20190902usa|||p |0|||b|eng d
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24500‎$a‎Time series data mining with an application to the measurement of underwriting cycles‎$c‎Iqbal Owadally... [et al.]
520  ‎$a‎Underwriting cycles are believed to pose a risk management challenge to property-casualty insurers. The classical statistical methods that are used to model these cycles and to estimate their length assume linearity and give inconclusive results. Instead, this article proposes to use novel time series data Mining algorithms to detect and estimate periodicity on U.S. property-casualty insurance markets. These algorithms are in increasing use in data science and are applied to Big Data.
650 4‎$0‎MAPA20080579258‎$a‎Cálculo actuarial
650 4‎$0‎MAPA20080592011‎$a‎Modelos actuariales
650 4‎$0‎MAPA20140022717‎$a‎Big data
650 4‎$0‎MAPA20080602437‎$a‎Matemática del seguro
650 4‎$0‎MAPA20080590567‎$a‎Empresas de seguros
650 4‎$0‎MAPA20080588953‎$a‎Análisis de riesgos
651 1‎$0‎MAPA20080638337‎$a‎Estados Unidos
7001 ‎$0‎MAPA20130010328‎$a‎Owadally, Iqbal
7001 ‎$0‎MAPA20200000167‎$a‎Zhou, Feng
7001 ‎$0‎MAPA20200000174‎$a‎Otunba, Rasaq
7001 ‎$0‎MAPA20200000181‎$a‎Lin, Jessica
7001 ‎$0‎MAPA20200000198‎$a‎Wright, Douglas
7730 ‎$w‎MAP20077000239‎$t‎North American actuarial journal‎$d‎Schaumburg : Society of Actuaries, 1997-‎$x‎1092-0277‎$g‎02/09/2019 Tomo 23 Número 3 - 2019 , p. 469-484