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Fifth Annual Teleunderwriting Seminar February 2009 Business Rules Engines: The Future of Life Underwriting or the Death of Human Existence as We Know It Jay Gallo Hank George Moderator Tia Sawhney

Business Rules Engines The Future of Life Underwriting or the Death of Human Existence as We Know It Jay Gallo Director, Professional Services Fair Isaac Corporation 20 February 2009 1 Confidential. The material in this presentation is the property of Fair Isaac Corporation, is provided for the recipient only, and shall not be used, reproduced, or disclosed without Fair Isaac Corporation's express consent. 2009 Fair Isaac Corporation. Debate Topic The focus of our debate is whether or not business rules should play a key role in the life underwriting process. Business Rules Engine = a computer system that automatically executed business rules. Business Rules Engines = BRE 2

What is a business rule and how does it differ from a predictive model? What makes a good rule? Can business rules be documented and institutionalized in the life underwriting process? What is automated decisioning, why is the automated implementation of business rules so important and what are some limits? What are some boundaries of automated decisioning? Examples of business rules in action. 3 Rules execute decisions based on facts and documented guidelines. IF you are over 40 and you apply for over $1mm of life insurance, THEN we want the following requirements obtained for our underwriting process. IF you pilot small, non-commercial airplanes, THEN you are not eligible for this insurance product. IF you have a history of poorly treated high blood pressure and your BMI is over 28, THEN you are a sub-standard risk. 4

Models mix facts and observations from samples to predict outcomes or behavior through probability Observation: Over the last five years individuals who drove red cars and had more than three moving violations were twelve times more likely to kill themselves in an auto accident compared to the general population. Modeling Shows: Car color and driving history to be the predominant factors in predicting a driver s death in an auto accident. 5 Models mix facts and observations from samples to predict outcomes or behavior through probability Observation: If you were past due on your mortgage or credit card bills more than five times in the last 24 months, you were three times more likely to make a disability insurance claim than someone who had no past due bills. Modeling Shows: Bill payment history is a highly correlated factor in identifying individuals who make disability insurance claims. 6

Rules and models complement each other and often work together Models and Business Rules Work Together Business Rules Models 7 Rules and models complement each other and often work together Models and Business Rules Work Together The BUSINESS RULES says that IF the model predicts you are twelve times more likely to kill yourself in an auto accident, THEN rate the case. The MODEL predicts that people who drive red cars and have more than three moving violations are twelve times more likely to kill themselves in an auto accident compared to the general population. 8

What Makes Good Business Rules? Good Input Data Good Output Data Cause linked to Effect Well Documented Trend Analysis Independent Verification of Results 9 What Makes Good Business Rules? Good Rules = when the decisions we make help us efficiently manage risk within the parameters and price of the product we are selling. 10

More Precise Data = Better Decisions Better Decisions = Better Rules Good Face amount of the policy is over $250,000 and the applicant is over 30 years of age Better Applicant just turned 45 last month and wants exactly $1.3mm in face amount coverage 11 What Makes Good Business Rules? Good Input Data Good Output Data Cause linked to Effect Well Documented Trend Analysis Independent Verification of Results 12

What is Automated Decisioning? An action taken in real time by a computer resulting in the generation or selection of options. 13 Why Automate Decisions? Consistency Precision Agility Speed Cost 14

Teleunderwriting Teleunderwriting is a process of conversing with a customer to obtain the most valuable information in an appropriate period of time in order to make the most accurate assessment of individual risk. 15 Quotes and Notes Ninety-five percent of Property and Casualty personal lines carriers have about 95% of their business held in a useable electronic format; Life and Annuity companies have about 60% to 80% of their business still initiated on paper. 2008 TowerGroup Study, Actionable Information in Insurance by Karen Pauli 16

Good data Evolution of Implementing Business Rules Engines Stored in a useable electronic format Mined and analyzed for useful information Implemented in business rules 17 Audited for ongoing value SOA 2008 Teleunderwriting Seminar Morgan Ash Presentation How would you describe your sleep patterns (free text answer), Is this a normal pattern for you (Yes/No answer) and Please give details (free text answer). 18

Morgan Ash Questions Rewritten What best describes your sleep pattern? (select answer from a drop down box) If disturbed, how many times per night do you wake up? (select answer from a drop down box) Are there any reason for why you wake up during the night? (select answer from a drop down box with a free text option) Is this sleep pattern normal for you? (select answer from a drop down box) 19 Discrete Answers in a Useable, Electronic Format Describe Your Sleep Pattern Times per Night Reason? Normal? Undisturbed 0 Non-medical, e.g. children Yes Disturbed 1 Requires toilet No Unable to sleep (insomnia) 2 Stress or anxiety Other 3 4 or more Other medical (Free Text Option) 20

21 Business Rules Engine Can Act on Discrete Data IF the sleeping pattern is undisturbed THEN continue processing the application at quoted rate IF the applicant has a disturbed sleeping pattern but wakes up less than three times per night for non-medical or toileting reasons, THEN continue processing application at the quoted rate. IF the applicant is unable to sleep THEN refer the case to an underwriter for further evaluation. Discrete Answers in a Useable, Electronic Format Describe Your Sleep Pattern Times per Night Reason? Normal? Undisturbed 0 Non-medical, e.g. children Yes Disturbed 1 Requires toilet No Unable to sleep (insomnia) 2 Stress or anxiety Other 3 4 or more Other medical (Free Text Option) 22

UK Life and Health Insurer Fully underwritten, individually sold, income protection product. Application taken by tele-interview. Do you drink alcohol? If so, how much, how often and what type? Free Text Answer: Applicant drinks between two and four glasses of beer a night. 23 UK Life and Health Insurer Fully underwritten, individually sold, income protection product. Application taken by tele-interview. Do you drink alcohol? If so, how much, how often and what type? Useable, Electronically Formatted Answer: 25 units per week. 24

Systems Should Make the Right Types of Decisions We when allow a system to make decisions we gain and we lose. We gain speed, efficiency, consistency. We trade away the infinite power of the human brain to synthesize disparate pieces of information into an Aha moment. 25 Type One and Type Two Errors Underwriter Action Approved Declined Applicant Insurable Not Insurable Good Work Type Two Error Type One Error Good Work 26

Type One and Type Two Errors Underwriter Action Approved Declined Applicant Insurable Not Insurable Good Work Bad Risk Lost Revenue Good Work 27 Quotes and Notes Underwriters stand astride the flow of new premium, assuring that the ratio of actual to expected mortality remains far less than one. Hank George in the November/December 2008 issue of Contingencies Magazine 28

Type One and Type Two Errors Underwriter Action Approved Declined Applicant Insurable Not Insurable Good Work Type Two Bad Risk Type One Lost Revenue Good Work 29 Good data Evolution of Implementing Business Rules Engines Stored in a useable electronic format Mined and analyzed for useful information Implemented in business rules 30 Audited for ongoing value

THANK YOU Jay Gallo Director, Professional Services Fair Isaac Corporation 20 February 2009 31 Confidential. The material in this presentation is the property of Fair Isaac Corporation, is provided for the recipient only, and shall not be used, reproduced, or disclosed without Fair Isaac Corporation's express consent. 2009 Fair Isaac Corporation.

TREATING ENGIN0MANIA Hank George, FALU, CLU, FLMI Human Underwriter Am I intransigently opposed to these infernal machines?

NO! I applaud AAE APPROPRIATE ENGINE EMBRACE

While steadfastly opposing Inappropriate Engine Embrace The BOLLOCKS that UNDERWRITING ENGINES can - let alone should handle 70-90% of an insurer s s new business is a plague on all our houses!

What mindset allows such VACUOUS HYPE to traffic amongst the sane? The same psychopathy which considers SHOCK AND AWE to be good corporate governance

What is the TRAGIC CONSEQUENCE from overstating the potential contribution of UNDERWRITING ENGINES? Piddling away underwriting CORE COMPETENCY and with it, profitability

which will happen because what elicits the most profound Pavlovian responses in executive washrooms is What? JOB CUTTING

Do you REALLY want to square off with today s DISTRIBUTION SYSTEMS without being able to bring SCIENCE and ART both adequately to bear? What should be the GOLDEN RULE of machine mania?

Render unto engines what is engines and unto underwriters what is underwriters What is the appropriate role of UNDERWRITING ENGINES?

Acting within judicious limits AS APPLIED FOR, presenting what remains or does not compute to HUMAN UNDERWRITERS for resolution You do not want to betray our covenant with producers -to make the best decision possible in consideration of all evidence at hand - knowing fully well What?

No 2 Cases are ever identical! What is the NATURAL HABITAT of UNDERWRITING ENGINES?

The MIDDLE MARKET with enhanced simplified issue products Having done 20-30% with traditional jet underwriting we can do more via engine-mediated superjet underwriting but

70%-90%? Substandard? Elderly? Quit smokin that stuff, man it s making you crazy!

THE PROSECUTION RESTS