I will present results of the pricing games at the conference on Recent Developments in Dependence Modelling with Applications in Finance and Insurance in in Αίγινα, Greece tomorrow. Slides are now online,
The Third Actuarial Pricing Game is still open, the deadline for submission is still February 25th. As mentioned in the instructions, for those willing to play in a market where reinsurance is available, here are the prices offered by some reinsurance company.
As mentioned in the description, the price is per insurance policy, per year. Players should send me their premiums in a csv file, gross of reinsurance, and mention in the email that they want to purchase treaty (A) – for instance (and mention explicitly in the object of the email that they want to play in this specific market, where reinsurance is available).
- a description of the game : the rules, the dates, and a description of the datasets
- 3 datasets : one underwriting and one claims databases, for year 0 (training data) and one underwriting dataset to enter the game
Anyone can play. Students from various programs around the world, as well as practitioners are welcome to play. It can be by teams, and there are no limit on the size. And there is no registration: to start playing, teams have to submit a dataset before the deadline (end of February), to email@example.com.