Bibliography
Aalen, Odd. 1978. “Nonparametric Inference for a Family of Counting Processes.” The Annals of Statistics 6 (4): 701–26.
Abbott, Dean. 2014. Applied Predictive Analytics: Principles and Techniques for the Professional Data Analyst. Hoboken, NJ: Wiley.
Abdullah, Mohammad F., and Kamsuriah Ahmad. 2013. “The Mapping Process of Unstructured Data to Structured Data.” In 2013 International Conference on Research and Innovation in Information Systems (Icriis), 151–55.
Actuarial Standards Board. 2018. “Actuarial Standards of Practice.” In. American Academy of Actuaries. http://www.actuarialstandardsboard.org/standards-of-practice/.
Aggarwal, Charu C. 2015. Data Mining: The Textbook. New York, NY: Springer.
Agresti, Alan. 1996. An Introduction to Categorical Data Analysis. Wiley New York.
Albers, Michael J. 2017. Introduction to Quantitative Data Analysis in the Behavioral and Social Sciences. Hoboken, NJ: John Wiley & Sons, Inc.
Antonio, K., and R. Plat. 2014. “Micro–Level Stochastic Loss Reserving for General Insurance.” Scandinavian Actuarial Journal 7: 649–69.
Bahnemann, David. 2015. “Distributions for Actuaries.” CAS Monograph Series, no. 2. https://www.casact.org/pubs/monographs/papers/02-Bahnemann.pdf.
Bailey, Robert A., and J. Simon LeRoy. 1960. “Two Studies in Automobile Ratemaking.” Proceedings of the Casualty Actuarial Society Casualty Actuarial Society XLVII (I).
Bandyopadhyay, Prasanta S., and Malcolm R. Forster, eds. 2011. Philosophy of Statistics. Handbook of the Philosophy of Science 7. North Holland.
Bauer, Daniel, Richard D. Phillips, and George H. Zanjani. 2013. “Financial Pricing of Insurance.” In Handbook of Insurance, 627–45. Springer.
Billingsley, Patrick. 2008. Probability and Measure. John Wiley & Sons.
Bishop, Christopher M. 2007. Pattern Recognition and Machine Learning. New York, NY: Springer.
Bishop, Yvonne M., Stephen E. Fienberg, and Paul W. Holland. 1975. Discrete Multivariate Analysis: Theory and Practice. Cambridge [etc.]: MIT.
Blomqvist, Nils. 1950. “On a Measure of Dependence Between Two Random Variables.” The Annals of Mathematical Statistic, 593–600.
Bluman, Allan. 2012. Elementary Statistics: A Step by Step Approach. New York, NY: McGraw-Hill.
Bowers, Newton L., Hans U. Gerber, James C. Hickman, Donald A. Jones, and Cecil J. Nesbitt. 1986. Actuarial Mathematics. Society of Actuaries Itasca, Ill.
Box, George EP. 1980. “Sampling and Bayes’ Inference in Scientific Modelling and Robustness.” Journal of the Royal Statistical Society. Series A (General), 383–430.
Breiman, Leo. 2001. “Statistical Modeling: The Two Cultures.” Statistical Science 16 (3): 199–231.
Breiman, Leo, Jerome Friedman, Charles J. Stone, and R. A. Olshen. 1984. Classification and Regression Trees. Raton Boca, FL: Chapman; Hall/CRC.
Buttrey, Samuel E., and Lyn R. Whitaker. 2017. A Data Scientist’s Guide to Acquiring, Cleaning, and Managing Data in R. Hoboken, NJ: Wiley.
Bühlmann, Hans. 1967. “The Complement of Credibility,” 199–207.
Bühlmann, Hans. 1985. “Premium Calculation from Top down.” ASTIN Bulletin: The Journal of the IAA 15 (2): 89–101.
Bühlmann, Hans, Massimo De Felice, Alois Gisler, Franco Moriconi, and Mario V Wüthrich. 2009. “Recursive Credibility Formula for Chain Ladder Factors and the Claims Development Result.” ASTIN Bulletin: The Journal of the IAA 39 (1): 275–306.
Bühlmann, Hans, and Alois Gisler. 2005. A Course in Credibility Theory and Its Applications. ACTEX Publications.
Chen, Min, Shiwen Mao, Yin Zhang, and Victor CM Leung. 2014. Big Data: Related Technologies, Challenges and Future Prospects. New York, NY: Springer.
Clark, David R. 1996. “Basics of Reinsurance Pricing.” CAS Study Note, 41–43. https://www.soa.org/files/edu/edu-2014-exam-at-study-note-basics-rein.pdf.
Clarke, Bertrand, Ernest Fokoue, and Hao Helen Zhang. 2009. Principles and Theory for Data Mining and Machine Learning. New York, NY: Springer-Verlag.
Cummins, J. David, and Richard A. Derrig. 2012. Managing the Insolvency Risk of Insurance Companies: Proceedings of the Second International Conference on Insurance Solvency. Vol. 12. Springer Science & Business Media.
Dabrowska, Dorota M. 1988. “Kaplan-Meier Estimate on the Plane.” The Annals of Statistics, 1475–89.
Daroczi, Gergely. 2015. Mastering Data Analysis with R. Birmingham, UK: Packt Publishing.
De Jong, Piet, and Gillian Z. Heller. 2008. Generalized Linear Models for Insurance Data. Cambridge University Press Cambridge.
Denuit, Michel, Dominik Sznajder, and Julien Trufin. 2019. “Model Selection Based on Lorenz and Concentration Curves, Gini Indices and Convex Order.” Insurance: Mathematics and Economics.
Derrig, Richard A, Krzysztof M Ostaszewski, and Grzegorz A Rempala. 2001. “Applications of Resampling Methods in Actuarial Practice.” In Proceedings of the Casualty Actuarial Society, 87:322–64. Casualty Actuarial Society.
Dickson, David C. M., Mary Hardy, and Howard R. Waters. 2013. Actuarial Mathematics for Life Contingent Risks. Cambridge University Press.
Dobson, Annette J, and Adrian Barnett. 2008. An Introduction to Generalized Linear Models. CRC press.
Earnix. 2013. “2013 Insurance Predictive Modeling Survey.” In. Earnix; Insurance Services Office, Inc. http://earnix.com/2013-insurance-predictive-modeling-survey/3594/.
England, P., and R. Verrall. 2002. “Stochastic Claims Reserving in General Insurance.” British Actuarial Journal 8/3: 443–518.
Faraway, Julian J. 2016. Extending the Linear Model with R: Generalized Linear, Mixed Effects and Nonparametric Regression Models. Vol. 124. CRC press.
Fechner, G. T. 1897. “Kollektivmasslehre.” Wilhelm Englemann, Leipzig.
Finger, Robert J. 2006. “Risk Classification.” In Foundations of Casualty Actuarial Science, 231–76.
Forte, Rui Miguel. 2015. Mastering Predictive Analytics with R. Birmingham, UK: Packt Publishing.
Frees, Edward W. 2009. Regression Modeling with Actuarial and Financial Applications. Cambridge University Press.
———. 2014. “Frequency and Severity Models.” In Predictive Modeling Applications in Actuarial Science, edited by Edward W Frees, Glenn Meyers, and Richard Derrig, 1:138–64. Cambridge University Press Cambridge.
Frees, Edward W. 2009a. Regression Modeling with Actuarial and Financial Applications. Cambridge University Press.
———. 2009b. Regression Modeling with Actuarial and Financial Applications. Cambridge University Press.
Frees, Edward W, Gee Lee, and Lu Yang. 2016. “Multivariate Frequency-Severity Regression Models in Insurance.” Risks 4 (1): 4.
Frees, Edward W., Glenn Meyers, and A. David Cummings. 2011. “Summarizing Insurance Scores Using a Gini Index.” Journal of the American Statistical Association 106 (495): 1085–98.
———. 2014. “Insurance Ratemaking and a Gini Index.” Journal of Risk and Insurance 81 (2): 335–66.
Frees, Edward W., and Emiliano A. Valdez. 1998. “Understanding Relationships Using Copulas.” North American Actuarial Journal 2 (01): 1–25.
———. 2008. “Hierarchical Insurance Claims Modeling.” Journal of the American Statistical Association 103 (484): 1457–69.
Friedland, Jacqueline. 2013. Fundamentals of General Insurance Actuarial Analysis. Society of Actuaries.
Gan, Guojun. 2011. Data Clustering in C++: An Object-Oriented Approach. Data Mining and Knowledge Discovery Series. Boca Raton, FL, USA: Chapman & Hall/CRC Press. https://doi.org/10.1201/b10814.
Gan, Guojun, Chaoqun Ma, and Jianhong Wu. 2007. Data Clustering: Theory, Algorithms, and Applications. Philadelphia, PA: SIAM Press. https://doi.org/10.1137/1.9780898718348.
Gelman, Andrew. 2004. “Exploratory Data Analysis for Complex Models.” Journal of Computational and Graphical Statistics 13 (4): 755–79.
Genest, Christian, and Josh Mackay. 1986. “The Joy of Copulas: Bivariate Distributions with Uniform Marginals.” The American Statistician 40: 280–83.
Genest, Christian, and Johanna Nešlohva. 2007. “A Primer on Copulas for Count Data.” Journal of the Royal Statistical Society, 475–515.
Gerber, Hans U. 1979. An Introduction to Mathematical Risk Theory, Vol. 8 of Ss Heubner Foundation Monograph Series. University of Pennsylvania Wharton School SS Huebner Foundation for Insurance Education.
Gesmann, Markus, Daniel Murphy, Yanwei Zhang, Alessandro Carrato, Mario Wuthrich, Fabio Concina, and Eric Dal Moro. 2019. ChainLadder: Statistical Methods and Models for Claims Reserving in General Insurance. https://CRAN.R-project.org/package=ChainLadder.
Gisler, Alois. 2006. “The Estimation Error in the Chain-Ladder Reserving Method: A Bayesian Approach.” ASTIN Bulletin: The Journal of the IAA 36 (2): 554–65.
Gisler, Alois, and Mario V Wüthrich. 2008. “Credibility for the Chain Ladder Reserving Method.” ASTIN Bulletin: The Journal of the IAA 38 (2): 565–600.
Good, I. J. 1983. “The Philosophy of Exploratory Data Analysis.” Philosophy of Science 50 (2): 283–95.
Gorman, Mark, and Stephen Swenson. 2013. “Building Believers: How to Expand the Use of Predictive Analytics in Claims.” In. SAS. http://www.sas.com/resources/whitepaper/wp_59831.pdf.
Greenwood, Major. 1926. “The Errors of Sampling of the Survivorship Tables.” In Reports on Public Health and Statistical Subjects. Vol. 33. London: Her Majesty’s Stationary Office.
Hardy, Mary R. 2006. “An Introduction to Risk Measures for Actuarial Applications.”
Hashem, Ibrahim Abaker Targio, Ibrar Yaqoob, Nor Badrul Anuar, Salimah Mokhtar, Abdullah Gani, and Samee Ullah Khan. 2015. “The Rise of ‘Big Data’ on Cloud Computing: Review and Open Research Issues.” Information Systems 47: 98–115.
Hettmansperger, T. P. 1984. Statistical Inference Based on Ranks. Wiley.
Hofert, Marius, Ivan Kojadinovic, Martin Mächler, and Jun Yan. 2018. Elements of Copula Modeling with R. Springer.
Hogg, Robert V, Elliot A Tanis, and Dale L Zimmerman. 2015. Probability and Statistical Inference, 9th Edition. Pearson, New York.
Hougaard, P. 2000. Analysis of Multivariate Survival Data. Springer New York.
Hox, Joop J., and Hennie R. Boeije. 2005. “Data Collection, Primary Versus Secondary.” In Encyclopedia of Social Measurement, 593–99. Elsevier.
Igual, Laura, and Santi Segu. 2017. Introduction to Data Science. A Python Approach to Concepts, Techniques and Applications. New York, NY: Springer.
Inmon, W. H., and Dan Linstedt. 2014. Data Architecture: A Primer for the Data Scientist: Big Data, Data Warehouse and Data Vault. Cambridge, MA: Morgan Kaufmann.
Insurance Information Institute. 2016. “International Insurance Fact Book.” In. Insurance Information Institute. http://www.iii.org/sites/default/files/docs/pdf/international_insurance_factbook_2016.pdf.
James, Gareth, Daniela Witten, Trevor Hastie, and Robert Tibshirani. 2013. An Introduction to Statistical Learning. Vol. 112. Springer.
Janert, Philipp K. 2010. Data Analysis with Open Source Tools. Sebastopol, CA: O’Reilly Media.
Joe, Harry. 2014. Dependence Modeling with Copulas. CRC Press.
Jong, Piet de, and Gillian Z. Heller. 2008. Generalized Linear Models for Insurance Data. Cambridge, UK: Cambridge University Press.
Judd, Charles M., Gary H. McClelland, and Carey S. Ryan. 2017. Data Analysis. A Model Comparison Approach to Regression, ANOVA and Beyond. 3rd ed. New York, NY: Routledge.
Kaas, Rob, Marc Goovaerts, Jan Dhaene, and Michel Denuit. 2008. Modern Actuarial Risk Theory: Using R. Vol. 128. Springer Science & Business Media.
Kaplan, Edward L., and Paul Meier. 1958. “Nonparametric Estimation from Incomplete Observations.” Journal of the American Statistical Association 53 (282): 457–81.
Kendall, Maurice G. 1938. “A New Measure of Rank Correlation.” Biometrika, 81–93.
Kendall, M. G. 1945. “The Treatment of Ties in Ranking Problems.” Biometrika 33(3): 239–51.
Klugman, Stuart A., Harry H. Panjer, and Gordon E. Willmot. 2012. Loss Models: From Data to Decisions. John Wiley & Sons.
Kreer, Markus, Ayşe Kızılersü, Anthony W Thomas, and Alfredo D Egı́dio dos Reis. 2015. “Goodness-of-Fit Tests and Applications for Left-Truncated Weibull Distributions to Non-Life Insurance.” European Actuarial Journal 5 (1): 139–63.
Kremer, E. 1982. “IBNR-Claims and the Two-Way Model of Anova.” Scandinavian Actuarial Journal 1982: 47–55.
Kremer, Erhard. 1984. “A Class of Autoregressive Models for Predicting the Final Claims Amount.” Insurance: Mathematics and Economics 3 (2): 111–19.
Kubat, Miroslav. 2017. An Introduction to Machine Learning. 2nd ed. New York, NY: Springer.
Lee Rodgers, J, and W. A Nicewander. 1998. “Thirteen Ways to Look at the Correlation Coeffeicient.” The American Statistician 42 (01): 59–66.
Levin, Bruce, James Reeds, and others. 1977. “Compound Multinomial Likelihood Functions Are Unimodal: Proof of a Conjecture of Ij Good.” The Annals of Statistics 5 (1): 79–87.
Lorenz, Max O. 1905. “Methods of Measuring the Concentration of Wealth.” Publications of the American Statistical Association 9 (70): 209–19.
Mack, Thomas. 1991. “A Simple Parametric Model for Rating Automobile Insurance or Estimating Ibnr Claims Reserves.” ASTIN Bulletin: The Journal of the IAA 21 (1): 93–109.
———. 1993. “Distribution-Free Calculation of the Standard Error of Chain Ladder Reserve Estimates.” ASTIN Bulletin: The Journal of the IAA 23 (2): 213–25.
Mack, Thomas, and Gary Venter. 2000. “A Comparison of Stochastic Models That Reproduce Chain Ladder Reserve Estimates.” Insurance: Mathematics and Economics 26 (1): 101–7.
Mailund, Thomas. 2017. Beginning Data Science in R: Data Analysis, Visualization, and Modelling for the Data Scientist. Apress.
McCullagh, Peter, and John A. Nelder. 1989. Generalized Linear Models. Vol. 37. CRC press.
McCullagh, P., and J. A. Nelder. 1989. Generalized Linear Models, Second Edition. Chapman and Hall/Crc Monographs on Statistics and Applied Probability Series. Chapman & Hall.
McDonald, James B. 1984. “Some Generalized Functions for the Size Distribution of Income.” Econometrica: Journal of the Econometric Society, 647–63.
McDonald, James B, and Yexiao J Xu. 1995. “A Generalization of the Beta Distribution with Applications.” Journal of Econometrics 66 (1-2): 133–52.
Miles, Matthew, Michael Hberman, and Johnny Sdana. 2014. Qualitative Data Analysis: A Methods Sourcebook. 3rd ed. Thousand Oaks, CA: Sage.
Mirkin, Boris. 2011. Core Concepts in Data Analysis: Summarization, Correlation and Visualization. London, UK: Springer.
Mitchell, Tom M. 1997. Machine Learning. McGraw-Hill.
Mohri, Mehryar, Afshin Rostamizadeh, and Ameet Talwalkar. 2012. Foundations of Machine Learning. Cambridge, MA: MIT Press.
NAIC Glossary. 2018. “Glossary of Insurance Terms.” In. National Association of Insurance Commissioners. https://www.naic.org/consumer_glossary.htm.
Nelson, Roger B. 1997. An Introduction to Copulas. Lecture Notes in Statistics 139.
Niehaus, Gregory, and Scott Harrington. 2003. Risk Management and Insurance. New York: McGraw Hill.
Ohlsson, Esbjörn, and Björn Johansson. 2010. Non-Life Insurance Pricing with Generalized Linear Models. Vol. 21. Springer.
O’Leary, D. E. 2013. “Artificial Intelligence and Big Data.” IEEE Intelligent Systems 28 (2): 96–99.
Olkin, Ingram, A John Petkau, and James V Zidek. 1981. “A Comparison of N Estimators for the Binomial Distribution.” Journal of the American Statistical Association 76 (375): 637–42.
Olson, Jack E. 2003. Data Quality: The Accuracy Dimension. San Francisco, CA: Morgan Kaufmann.
Picard, Richard R., and Kenneth N. Berk. 1990. “Data Splitting.” The American Statistician 44 (2): 140–47.
Pries, Kim H., and Robert Dunnigan. 2015. Big Data Analytics: A Practical Guide for Managers. Boca Raton, FL: CRC Press.
Renshaw, Arthur E. 1989. “Chain Ladder and Interactive Modelling.(Claims Reserving and Glim).” Journal of the Institute of Actuaries 116 (3): 559–87.
Renshaw, A., and R. Verrall. 1998. “A Stochastic Model Underlying the Chain-Ladder Technique.” British Actuarial Journal 4/4: 903–23.
Samuel, A. L. 1959. “Some Studies in Machine Learning Using the Game of Checkers.” IBM Journal of Research and Development 3 (3): 210–29.
Shmueli, Galit. 2010. “To Explain or to Predict?” Statistical Science 25 (3): 289–310.
Snee, Ronald D. 1977. “Validation of Regression Models: Methods and Examples.” Technometrics 19 (4): 415–28.
Spearman, C. 1904. “The Proof and Measurement of Association Between Two Things.” The American Journal of Psychology 15 (01): 72–101.
Taylor, G. 2000. Loss Reserving: An Actuarial Perspective. Kluwer Academic Publishers.
Taylor, Gregory Clive. 1986. Claims Reserving in Non-Life Insurance. North Holland.
Tevet, Dan. 2016. “Applying Generalized Linear Models to Insurance Data.” Predictive Modeling Applications in Actuarial Science: Volume 2, Case Studies in Insurance, 39.
Tse, Yiu-Kuen. 2009. Nonlife Actuarial Models: Theory, Methods and Evaluation. Cambridge University Press.
Tukey, John W. 1962. “The Future of Data Analysis.” The Annals of Mathematical Statistics 33 (1): 1–67.
Venter, Gary. 1983. “Transformed Beta and Gamma Distributions and Aggregate Losses.” In Proceedings of the Casualty Actuarial Society, 70:289–308. 133 & 134.
Venter, Gary G. 2006. “Discussion of the Mean Square Error of Prediction in the Chain Ladder Reserving Method.” ASTIN Bulletin: The Journal of the IAA 36 (2): 566–71.
Venter, Gary G. 2002. “Tails of Copulas.” In Proceedings of the Casualty Actuarial Society, 89:68–113. 171.
Werner, Geoff, and Claudine Modlin. 2016. Basic Ratemaking, Fifth Edition. Casualty Actuarial Society. https://www.casact.org/library/studynotes/werner_modlin_ratemaking.pdf.
Wüthrich, Mario V., and Michael Merz. 2008. Stochastic Claims Reserving Methods in Insurance. Vol. 435. Wiley Finance. John Wiley & Sons.
———. 2015. Stochastic Claims Reserving Manual: Advances in Dynamic Modeling. SSRN.
Young, Virginia R. 2014. “Premium Principles.” Wiley StatsRef: Statistics Reference Online.
Yule, G. Udny. 1900. “On the Association of Attributes in Statistics: With Illustrations from the Material of the Childhood Society.” Philosophical Transactions of the Royal Society of London. Series A, Containing Papers of a Mathematical or Physical Character, 257–319.
———. 1912. “On the Methods of Measuring Association Between Two Attributes.” Journal of the Royal Statistical Society, 579–652.