Auto Insurance Trend Analysis
Auto Insurance Forecast for the SOA and CAS
The Society of Actuaries and Casualty Actuarial Society hired students from my university to create aggregate reports using US auto insurance data. I prepared the trends report which uses ARIMA models to forecast insurance metrics across each of the 50 US states. The time series models produced useful information that highlights the states that experienced metrics higher or lower than expected.
These findings are published on the Society of Actuaries’ website. We also presented our work to a group of over 100 actuaries at the Casualty Actuarial Society’s annual conference in Las Vegas in 2018. I created the report, “Auto Loss Cost Trends Q4 2017,” located on the SOA’s site.