Applied statistical modelling for pricing and risk (GLM, survival)
A skill of the kind “technical knowledge”, listed by 15 roles, 4 of them as critical.
Also described as
- GLM
- survival analysis
- credibility
- logistic regression
- calibration
Tools
- credibility theory
- generalised linear models
- GLM
- logistic regression for risk
- pricing models
- scorecards
- survival analysis
Roles that need it
Where the weights come from
The weight is this skill's share of each role; the weights of one role add up to 100 percent.
Source: the EFO role catalogue, built from the ESCO classification and reviewed by the editors.
Critical for
- Actuarial AnalystYour role
- P&C Actuarial Analyst (Pricing & Reserving)Your role
- Credit Risk Model DeveloperYour role
- Life & Pensions Actuarial AnalystYour role
Important for
- Quantitative Analyst (Desk Quant)Your role
- Quantitative DeveloperYour role
Supporting in
- Credit Risk AnalystYour role
- Market Risk AnalystYour role
- Corporate Credit AnalystYour role
- Merchant Underwriting & Risk AnalystYour role
- Model Validation AnalystYour role
- Traded Risk AnalystYour role
- Operational Risk AnalystYour role
Useful in
- Reinsurance AnalystYour role
- Underwriting AnalystYour role
Processes where it is used
- Model development and validation
- Insurance underwriting, claims and policy