Development of new methods for the joint modeling of longitudinal and survival data with applications in finance and insurance

开发纵向数据和生存数据联合建模的新方法及其在金融和保险中的应用

• 批准号: 557209-2020
• 负责人: Duchesne, Thierry
• 金额: $ 1.55万
• 依托单位: Université Laval
• 依托单位国家: 加拿大
• 项目类别: Alliance Grants
• 财政年份: 2020
• 资助国家: 加拿大
• 起止时间: 2020-01-01 至 2021-12-31
• 项目状态: 已结题
• 来源: https://www.nserc-crsng.gc.ca/ase-oro/Details-Detailles_eng.asp?id=706690
• 关键词: Development; new; methods; joint; modeling

A large proportion of Canadian households find it challenging to manage their finance and insurance products. As a matter of fact, according to Statistics Canada, Canadian household credit market debt as a proportion of disposable income has increased to more than 176 % during the first quarter of 2020. Making sure that Canadians receive offers of products better suited to their specific needs at more opportune times would go a long way in improving their financial health. The goal of this project is to develop analytical tools that can help a major Canadian provider of financial and insurance products to identify the best products to offer to their clients and the best times at which to offer these products using the massive historical information that is available in the company's databases. While some statistical and machine learning algorithms that already exist can be tweaked to perform similar tasks, no method that fully takes into account the temporal, hierarchical and network structure of the data are currently available. In this project, such methods will be developed and will be implemented in open software that will be made publicly available. Because historical financial databases do not reflect the diversity of the current client base of financial companies in major Canadian cities, efforts will be made to make sure that the methods to be developed will be as efficient to improve the financial health of minority groups as they will be for majority groups.

很大一部分加拿大家庭发现管理他们的金融和保险产品很有挑战性。事实上，根据加拿大统计局的数据，2020年第一季度，加拿大家庭信贷市场债务占可支配收入的比例已增加到176%以上。确保加拿大人在更适当的时候获得更适合其具体需要的产品，将大大有助于改善其财务健康状况。该项目的目标是开发分析工具，帮助加拿大一家主要的金融和保险产品提供商利用公司数据库中的大量历史信息，确定向客户提供最佳产品以及提供这些产品的最佳时间。