Modelação de taxas de resgate em seguros de vida

Mestrado em Ciências Actuariais

Marketing to change public opinion on climate change : a case study

Corporate advertisers spend far greater budgets than any social marketing campaign and have great potential to change public opinion on the urgent need for action on climate change. However “green-washing” has become a widespread practice by companies that wish to appear to be socially responsible without a genuine commitment and consumers can be very cynical about green marketing campaigns. Can companies be climate change advocates and still satisfy shareholders? This paper offers a case study on an Australian insurance company that argues it can make money from doing the right thing.

Applying data mining to assess crash risk on curves

The wide range of contributing factors and circumstances surrounding crashes on road curves suggest that no single intervention can prevent these crashes. This paper presents a novel methodology, based on data mining techniques, to identify contributing factors and the relationship between them. It identifies contributing factors that influence the risk of a crash. Incident records, described using free text, from a large insurance company were analysed with rough set theory. Rough set theory was used to discover dependencies among data, and reasons using the vague, uncertain and imprecise information that characterised the insurance dataset. The results show that male drivers, who are between 50 and 59 years old, driving during evening peak hours are involved with a collision, had a lowest crash risk. Drivers between 25 and 29 years old, driving from around midnight to 6 am and in a new car has the highest risk. The analysis of the most significant contributing factors on curves suggests that drivers with driving experience of 25 to 42 years, who are driving a new vehicle have the highest crash cost risk, characterised by the vehicle running off the road and hitting a tree. This research complements existing statistically based tools approach to analyse road crashes. Our data mining approach is supported with proven theory and will allow road safety practitioners to effectively understand the dependencies between contributing factors and the crash type with the view to designing tailored countermeasures.

Mining patterns and factors contributing to crash severity on road curves

Road curves are an important feature of road infrastructure and many serious crashes occur on road curves. In Queensland, the number of fatalities is twice as many on curves as that on straight roads. Therefore, there is a need to reduce drivers’ exposure to crash risk on road curves. Road crashes in Australia and in the Organisation for Economic Co-operation and Development(OECD) have plateaued in the last five years (2004 to 2008) and the road safety community is desperately seeking innovative interventions to reduce the number of crashes. However, designing an innovative and effective intervention may prove to be difficult as it relies on providing theoretical foundation, coherence, understanding, and structure to both the design and validation of the efficiency of the new intervention. Researchers from multiple disciplines have developed various models to determine the contributing factors for crashes on road curves with a view towards reducing the crash rate. However, most of the existing methods are based on statistical analysis of contributing factors described in government crash reports. In order to further explore the contributing factors related to crashes on road curves, this thesis designs a novel method to analyse and validate these contributing factors. The use of crash claim reports from an insurance company is proposed for analysis using data mining techniques. To the best of our knowledge, this is the first attempt to use data mining techniques to analyse crashes on road curves. Text mining technique is employed as the reports consist of thousands of textual descriptions and hence, text mining is able to identify the contributing factors. Besides identifying the contributing factors, limited studies to date have investigated the relationships between these factors, especially for crashes on road curves. Thus, this study proposed the use of the rough set analysis technique to determine these relationships. The results from this analysis are used to assess the effect of these contributing factors on crash severity. The findings obtained through the use of data mining techniques presented in this thesis, have been found to be consistent with existing identified contributing factors. Furthermore, this thesis has identified new contributing factors towards crashes and the relationships between them. A significant pattern related with crash severity is the time of the day where severe road crashes occur more frequently in the evening or night time. Tree collision is another common pattern where crashes that occur in the morning and involves hitting a tree are likely to have a higher crash severity. Another factor that influences crash severity is the age of the driver. Most age groups face a high crash severity except for drivers between 60 and 100 years old, who have the lowest crash severity. The significant relationship identified between contributing factors consists of the time of the crash, the manufactured year of the vehicle, the age of the driver and hitting a tree. Having identified new contributing factors and relationships, a validation process is carried out using a traffic simulator in order to determine their accuracy. The validation process indicates that the results are accurate. This demonstrates that data mining techniques are a powerful tool in road safety research, and can be usefully applied within the Intelligent Transport System (ITS) domain. The research presented in this thesis provides an insight into the complexity of crashes on road curves. The findings of this research have important implications for both practitioners and academics. For road safety practitioners, the results from this research illustrate practical benefits for the design of interventions for road curves that will potentially help in decreasing related injuries and fatalities. For academics, this research opens up a new research methodology to assess crash severity, related to road crashes on curves.

Business Process Model Merging : An Approach to Business Process Consolidation

This paper addresses the problem of constructing consolidated business process models out of collections of process models that share common fragments. The paper considers the construction of unions of multiple models (called merged models) as well as intersections (called digests). Merged models are intended for analysts who wish to create a model that subsumes a collection of process models - typically representing variants of the same underlying process - with the aim of replacing the variants with the merged model. Digests, on the other hand, are intended for analysts who wish to identify the most recurring fragments across a collection of process models, so that they can focus their efforts on optimizing these fragments. The paper presents an algorithm for computing merged models and an algorithm for extracting digests from a merged model. The merging and digest extraction algorithms have been implemented and tested against collections of process models taken from multiple application domains. The tests show that the merging algorithm produces compact models and scales up to process models containing hundreds of nodes. Furthermore, a case study conducted in a large insurance company has demonstrated the usefulness of the merging and digest extraction operators in a practical setting.

The extent of the insured’s duty of disclosure : a comparative analysis of the disclosure obligations of insured in Australia, Singapore and China

Pre-contractual material disclosure and representation from an insurance policy proposer is the most important element for insurers to make a decision on whether a proposer is insurable and what are the terms and conditions if the proposal by the proposer is able to be insured. The issue this thesis researches and investigates focus on the issues related to the pre-contractual non-disclosures and misrepresentations of an insured under the principle of utmost good faith, by operation of laws, can achieve with different results in different jurisdiction. A similar disputed claim involving material non-disclosed personal information or misrepresentation at the pre-contractual stage from an insured with respect to both general and life insurance policies settled by an insurer in Australia could be that the policy is set aside ab initio by the insurers in Singapore or China. The jurisdictions this thesis examines are • Australia; • Singapore; and • China including Hong Kong.

Profiling event logs to configure risk indicators for process delays

Risk identification is one of the most challenging stages in the risk management process. Conventional risk management approaches provide little guidance and companies often rely on the knowledge of experts for risk identification. In this paper we demonstrate how risk indicators can be used to predict process delays via a method for configuring so-called Process Risk Indicators(PRIs). The method learns suitable configurations from past process behaviour recorded in event logs. To validate the approach we have implemented it as a plug-in of the ProM process mining framework and have conducted experiments using various data sets from a major insurance company.

Practice and procedure - Disclosure of documents - application of UCPR r222 to documents referred to in exhibit to affidavit

In Century Drilling Limited v Gerling Australia Insurance Company Pty Limited [2004] QSC 120 Holmes J considered the application of a number of significant rules impacting on the obligation to disclose under the Uniform Civil Procedure Rules 1999

Stress during the rebuilding phase influenced mental health following two Queensland flood disasters more than the event itself

It has long been known that disasters can have mental health consequences such as increased rates of PTSD, depression and anxiety. While some research has shown that secondary stressors during the aftermath of a disaster can influence psychological outcomes, this aspect of the disaster experience has not been widely studied. This paper reports on two studies that investigated which aspects of the experience of being flooded were most predictive of mental health outcomes. The first study was a qualitative study of adults whose homes had been inundated in the Mackay flood of 2008 (n=16). Thematic analysis of interviews conducted 18-20 months post-flood found that stressors during the flood aftermath such as difficulties and delays during the rebuilding process and a difficult experience with an insurance company were nominated as the most stressful aspect of the flood by the majority of participants. The second study surveyed Mackay flood survivors three and a half years post-flood, and Brisbane 2011 flood survivors 7-9 months post-flood (n=158). Findings indicated aftermath stress contributed to mental health outcomes over and above the contribution of perceived trauma, objective flood severity, prior mental health, self-efficacy and demographic factors. The implications of these results for the provision of community recovery services following natural disasters are discussed, including the need to provide effective targeting of support services throughout the lengthy rebuilding phase; a possible role for co-ordinating tradespeople; and training for insurance company staff aimed at minimising the incidence of insurance company staff inadvertently adding to disaster victims’ stress.

Análise da eficiência técnica das operadoras de planos de saúde com a utilização da análise envoltória de dados

Esta dissertação tem como objetivo a análise da eficiência técnica das operadoras de planos de saúde vis-à-vis a criação da Agência Nacional de Saúde Suplementar - ANS, no período de 2003 a 2008. Para tanto, foi utilizada a Análise Envoltória de Dados nos dados da saúde suplementar para geração das medidas de eficiência das operadoras, agrupadas em cinco modalidades: autogestão, cooperativa médica, filantropia, medicina de grupo e seguradora. Foram propostas quatro diferentes abordagens que pretenderam visualizar as performances das operadoras nas questões econômico-financeiras e assistenciais, bem como a relação do setor de saúde suplementar com o Sistema Único de Saúde - SUS. Além disso, os dados foram desagregados em grandes regiões brasileiras proporcionando a observação das diferenças regionais. Observou-se que existem grandes diferenças entre modalidades e também entre regiões. A comparação entre as medidas de eficiência nas quatro diferentes abordagens e a evolução, ano a ano, dos normativos da ANS, ainda necessita de uma análise mais detalhada, mas indica, ainda que primariamente, que as modalidades tiveram diferentes reações à regulação.

人格特征对销售员绩效的预测

This research aims to discuss it is the complexity of interpersonal association and job autonomy that influence the predictive validity of personality for job performance. In addition, for service profession, incumbents' personality can predict not only contextual performance, but also task performance. Salesclerks in shopping center and life insurance agents are selected as subjects. The job performance rating scale is produced by using Critical Incidents Technique. The research method is measuring NEO-PI and collecting direct supervisors' rating of salespeople's job performance. The research results are as follows: 1. The factor analysis result of job performance is different from the west. That is to say, the support for organizations which belongs to contextual performance in the west can not be distinguished from task performance. Therefore, in China, or to say in the shopping center selected, task performance includes both technical proficiency and the support for organizations, and contextual performance includes job dedication and interpersonal facilitation. 2. For salespeople, personality can be the antecedent of contextual performance and task performance as well. However, the predictive validity for task performance is very low. 3. The more complexity of interpersonal association, the stronger relationship between personality and job performance. 4a. The correlation between job performance and facets of Big Five is higher than the one between job performance and factors of Big Five, such as Agreeableness, whose facets have different impacts on job performance, some positive and others negative. 4b. The correlation between personality and the items of job performance rating scale is higher than the one between personality and the factors of job performance. 4. Working experience is the moderator of the relationship between personality and job performance. For salesclerks, only if the working experience of subjects is less than 3 years, achievement striving-one facet of conscientiousness-is significantly correlated with the ratio of finished sales volume at 0.01 level.

Collaborative Scholarship on the Margins: An Epistolary Network

This article explores collaborative scholarship on the margins of intellectual life in eighteenth-century England via a close examination of George Ballard's collected correspondence from women letter-writers. Ballard was both a man of trade and an antiquary, and his modest social status inhibited his freedom to move in scholarly circles. Ballard's only published book documented the lives and works of "learned ladies" of Britain from the fifteenth to the eighteenth centuries, and his female correspondents included the Anglo-Saxon scholar Elizabeth Elstob. His collected correspondence provides an insight into a network that operated outside of the major institutions of scholarship and far from the coffee houses of metropolitan life, but which supported its participants in their intellectual endeavours. By examining the collection materially, and by plotting the correspondents geographically, a more precise picture can be drawn of how women and lower-status men could engage in intellectual life from the peripheries of scholarly society. 

Hierarchical structures: conducive or barrier to knowledge management?

This study examines managers‟ perceptions of Knowledge Management (KM) prior to implementation of KM-systems in a global insurance company and investigates whether Hierarchical structures are conducive to KM. Mixed methods are used, combining large scale surveying and case study using content analysis to organize the data into themes that provide the basis for arguments. Evidence suggests that managers strongly align their perception of KM with communication. Despite a multi-layered, hierarchical structure and strong middle management presence, organizational structure was not viewed as an issue. These factors are usually barriers to communication and organizational flexibility, yet managers believe that they may not inhibit KM becoming fully embedded. This evidence is contradicted by the results of a global KM study where silos, stovepipe and hierarchical structures were commonly cited as barriers. This contributes to the understanding of managerial mis-conceptions of knowledge as opposed to communication, and how organizations effectively share knowledge.

Floating on the same plane: metropolis, money and the culture of abstraction

This article argues that the emergence of a trans-disciplinary discourse of ‘visual culture’ must be understood as, above all, a constitutively urban phenomenon. More specifically, it is in the historically new form of the capitalist metropolis, as described most famously by Simmel, that the ‘hyper-stimulus’ of modern visual culture has its social and spatial conditions. Paradoxically, however, it is as a result of this that visual culture studies is also intrinsically ‘haunted’ by a certain spectre of the invisible: one rooted in those forms of ‘real abstraction’ which Marx identifies with the commodity and the money form. Considering, initially, the canonical urban visual forms of the collage and the spectacle, these are each read in a certain relation to Simmel’s account of metropolitan life and of the money form, and, through this, to what the author claims are those forms of social and spatial abstraction that must be understood to animate them. Finally, the article returns to the entanglement of the visible and invisible entailed by this, and concludes by making some tentative suggestions about something like a paradoxical urban ‘aesthetic’ of abstraction on such a basis.

Global sport in the suburbs: the Regent Street Polytechnic’s sports facilities at Chiswick, 1888–1938

This article shows how the elite origins and religious mission of the Regent Street Polytechnic encouraged participation in amateur sport in London, and promoted the suburb of Chiswick as a global context for competitive sports. From the 1880s to the outbreak of World War 2, the Polytechnic and its facilities forged synergies between the city centre and the burgeoning suburbs in London, engendering a city-wide culture of amateur sports, and embedding the Polytechnic into a global network of athletes. Suburbs are typically presented by writers as being ‘on the edge’ of metropolitan life, but such perspectives are wrong. The West London suburb of Chiswick was the home of Polytechnic facilities that provided a dynamic context for the internationalization and modernization of sport in the capital.