P&C Ratemaking vs Predictive Modeling

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大家有没有觉得P&C传统pricing会被predictive modeler逐渐取代，特别在personal insurance和small size commercial大家都慢慢变成direct market了？

貌似Geico和Progressive都没有pricing actuary了~我现在在做modeling，正考虑要不要take一个ratemaking的rotation~请指教

如果想回国内财险发展需要看一些什么经验呢？ 多谢

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关键词：ratemaking Predictive Modeling predict Making commercial insurance personal direct market

predictive modelling still pricing work only more advanced ---traditional ratemaking is one-way analysis and predictive modelling is multi-dimensional. GLM modelling is part of pricing/ratemaking.

the other thing you mentioned...direct market vs. broker market..is unrelated to the pricing/modelling issue - personally insurance is heavily regulated + more homogeneous risks so more potentially to move to direct market, but on the other hand commercial insurance especially property & liab remain unregulated and heterogeneous so broker/underwriter interference is crucial.

maomaochongz 发表于 2013-5-3 22:00
predictive modelling still pricing work only more advanced ---traditional ratemaking is one-way anal ...

多谢啊嗯确实在personal line还是需要有人做filing滴 而且GLM也只是一种会被越来越广泛应用的方法。modeler还是不能完全代替actuary。
at the end of the day, it's still business.

另外在reserving loss analytics方面，你觉得econometrics有应用的空间吗？还是将来还是主要画三角形啊？thanks for the input.