Which methods are used by actuaries in practice?

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manpreet Tuteehub forum best answer Best Answer 2 years ago


Recently I read a comment from an actuary that a lot of the math they studied as part of the program they never actually used.

I'm not interested in becoming an actuary, but I'm interested in learning more about some of the methods that are commonly used (mainly in non life insurance). Can anyone clarify which statistical / mathematical methods are commonly used by actuaries or insurance analysts in their day to day work?

Is there a big emphasis on bayesian methods such as bayesian credibility? What about more traditional methods such as the chain ladder method. Or perhaps Markov chain methods for no claims discounts?

I've looked at a couple of books such as Hossack, Pollard. Introductory statistics with applications in general insurance (seems like a good basic book) and

Boland. Statistical and probabilistic methods in actuarial science (claims to be a practical books with useful R code, but is actually full of theorems, proofs, and lemmas).

but I've no idea whether it is worth expending the effort in wading through a book like Boland's in terms of practical knowledge acquired. I tried to find a introductory book that would take an applied approach that mixed theory with analyzing actual datasets using something like SAS or R, but I was unsuccessful.

So can anyone clarify which methods are used on a regular basis by working actuaries. Any book recommendations would also be appreciated. Thanks.

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manpreet 2 years ago

I worked for a few years as life actuary. They study syllabus was a bit different then vs. as I vaguely understand it now. In that era, one studied math courses to become an associate of the Society of Actuaries. Then you studied the actual machinations of the insurance business to become a Fellow.

Passing exams was a key factor in your pay scale which was a plus or a minus depending on results. But for sure, one's career track is heavily dependent on these results.

But, in short, I can tell you that I never used one iota of the math covered on the exams. They are more of a training ground to come up with fast ways to solve problems. The higher level exams require a good deal or practice and are high-pressure considering what is at stake. As an example of the intensity, I got a 10 (out of 10) on the risk theory exam (considered a tough one) answering 7 out of 15 questions - and I yet may have gotten some wrong.

The major function of actuaries was to calculate and substantiate the adequacy of reserves. This relied heavily on mortality tables - an easy math problem. A significant aspect of the endeavor entailed accounting regulations both for GAAP and state of domicile statutory requirements.

Most of the actual work in this regard was modeling of various policy lines. And each company has it's own set of well- worn models.

A latter consideration was the requirement of cash flow testing. This again was a modeling problem as the investment assets had to be tested for their performance under various, usually extreme, interest rate scenarios. This was intended to make sure there is money available to fund the reserves.

So while passing exams entailed cubic splines, the Poisson distribution, the Black-Scholes model, Ito's Lemma, the real work required familiarity with insurance regulations and their related accounting treatment.

For more information on the study materials, esp. books, you can go to the websites of the Society of Actuaries and the Casualty Actuarial Society.


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