Analysis

Chain Ladder Reserving in Python 3

I have been busy the past few weeks but I have found time this evening to post a new article. I’ve noticed that there is a lot of...

Bornhuetter-Ferguson Reserving in Base SAS

This week I will demonstrate how SAS can be used to calculate a Bornhuetter-Ferguson (BF) estimate of reserves. The BF method is a way of...

Stochastic Reserving in Base SAS

Two weeks ago I demonstrated a method of using SAS to simulate reserves. I noted in that post that simulating development factors has...

Chain Ladder Curve Fitting in Base SAS

Following a request from Sajjad Meghjee I will demonstrate in this post a way of using SAS to fit a curve through a set of development...

Chain Ladder Simulations in Base SAS

In my last post I showed how SAS can be a tool in actuarial reserving. Particularly how to develop a loss triangle by using the volume...

Chain Ladder Reserving in Base SAS

I am very pleased to see that several actuaries have read my previous posts. This week I am going to look at how SAS can be used to very...

Random Forests in Base SAS

Last week I looked at how to create a decision tree in Base SAS. This week I will look at how to turn this into a random forest. A random...

Decision Trees in Base SAS

As it is topical I thought I would look at election results. I have taken a dataset of demographic information by parliamentary...

K-Means In BASE SAS

Following on from last week’s well received post on PCA in Base SAS this week I am going to use Base SAS for K-Means. K-Means is a way of...