The Data Analytics Revolution: A Guide from the ASTIN Working Party on Big Data



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Transcription:

The Data Analytics Revolution: A Guide from the ASTIN Working Party on Big Data Raymond Wilson < Working Party On Data Analytics, ASTIN> This presentation has been prepared for the Actuaries Institute 2015 ASTIN and AFIR/ERM Colloquium. The Institute Council wishes it to be understood that opinions put forward herein are not necessarily those of the Institute and the Council is not responsible for those opinions.

Data is Getting Bigger

Businesses Need To Keep Up How do we take advantage of this growing data availability? What skills do we need? How do we plan for the future?

Outline Analytics/Data Trends Organizational Structures Common Data Language Analytics Teams & Tools Modeling Considerations

Analytics/Data Trends Analytics, Machine Learning & Cognitive Computing Digitization of Insurance Omni-channel Distribution & Multitouch Points Reliance on Third Party Data Centres

Organizational Structures Key focus to bridge potential gaps are: Data Gathering Analytics Process Communication Process IT Support Model Implementation

Organizational Structures Data to Information Information to Insights Insights to Outcomes Information & Data Management Sponsorship & Governance Org. Structure & Talent Management Insights Creation Capability Development Insight Driven Decisions Outcome Measurement

Organizational Structures Organizing Analytics Possible Structures: Decentralized Functional Consulting Centralized Centre of Excellence

Organizational Structures The Right Organizational Structure How aligned is analytics with organization s priorities & objectives? How mature are the Organization s analytic capabilities? How great is the demand for analytic output?

Common Data Language 1. Giving data meaning 2. Programming Language exists 3. Crucial for analysis 4. Characteristics of absence of CDL

Common Data Language A View to Create a Common Language Companies want to steer their business so they need to be able to: 1. Anticipate changes to their existing portfolio of contracts 2. Anticipate how these portfolios will behave in the future

Common Data Language Critical Transition : Data Silos to Basic Framework Common Vocabulary Common Measures Common Methodology Results: Teams Collaborate Business Units Comparability Natural Data Transfer

Common Data Language Critical Transition : Data Silos to Basic Framework Achieved when stakeholders agree on: What needs to be measured & how? Which Input Data should be used? Which assumptions should be used?

Analytic Teams & Tools As data evolves so too must the teams and tools It s important to decide what tools will be most effective in your environment Teams now require a confluence of IT & statistical skills

Analytic Teams & Tools Analytic Teams Analytic teams need to be comprised of light & heavy quants. Light Quants: These are translators of analytics results They tell the analytic story to the business They need to have a combination of analytical skills as well as stellar communication & story telling ability

Analytic Teams & Tools Analytic Teams Heavy Quants: These are your crunchers They have heavy statistical & programming skills Master s of open and closed source tools A growing evolution of these roles: actuaries, predictive modellers, Statisticians and the exciting new Data Scientist

Analytic Tools: Closed Source vs. Open Source Commercial Software/Closed Source Cost money It's complete Output is easy to access and interpret Connects easily with major storage application Quicker results Comes with tech support Open Source Free Incomplete Output may not be easy to access and interpret Connection with major storage application may be difficult Maybe tedious getting results No central tech Support (resort to the use of forums, take time to resolve issues)

Modelling Considerations Data Data Quality and Validity are important considerations within the modeling proces Some important considerations in the data assessment process are: Variable relevance Completeness of data Variables noise Choice of Predictor Variables Ability to search for interactions between variables

Modelling Considerations Modeling Key issues faced when doing modeling work: Timeliness of data Data credibility Danger of adopting model results without ongoing assessment Systematic limitations of current paradigms & modeling tool

CASE STUDY Analytics Development - Evolving the Analytics Organization at BCIC Need for Analytic Output Introduces an Actuary Organization Has greater demand for Analytic Output Hires other Analysts Develop Analytics Skills Centralizes Analytics team

Q&A