This series discusses a novel approach to modelling mortality swaps: an esoteric derivative insuring against the risk of life-contingent assets like annuities and life insurance policies.
Posts in technical-series
Converting postal addresses into geospatial lat/lon coordinates - aka geocoding - is cheaper and more accessible than you might imagine, and enables powerful statistical analyses.
Visualising data is important for aiding intuition & good understanding, but high-dimensional datasets can be hard to display. Here we demonstrate techniques to tackle the issue.
In the final article of this series we investigate the behaviours of different distribution distance metrics to let us automatically determine the scale of the change.
In the second article of this series we continue our technical discussion on using Bayesian analysis to probabilistically estimate the effect of a business process change.
In this series of articles we'll discuss the use of probabilistic modelling to help efficiently evaluate changes to business processes and the success of marketing campaigns.
Here we demonstrate a standard semi-parametric regression method to create a model of harddrive failures. This model can be tested for accuracy and used for prediction.
We now have a clean, prepared, real-world dataset regarding the failures of thousands of harddrives, lets see what we can learn from a basic survival analysis.
We've reviewed the basic theory of survival analysis and discussed why it's a useful technique; now lets acquire, explore and prepare a real dataset for analysis.
In this series of blogposts we'll explain tools & techniques of dealing with time-to-event data, and demonstrate how survival analysis is integral to many business processes.