Faculty Advisor

Abraham, Jon P

Abstract

This project was designed to attempt to predict the insurance cycle, specifically for Workers' Compensation. A process was created which involved regressing premium values against external economic indicators in order to predict future premium values. We tested the data several times using different modifications and groupings of the provided data. Our results were then compared against the unused data points. Finally, we recommended certain possibilities for further analysis or testing.

Publisher

Worcester Polytechnic Institute

Date Accepted

April 2010

Major

Actuarial Mathematics

Project Type

Major Qualifying Project

Accessibility

Unrestricted

Advisor Department

Mathematical Sciences

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