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Survival Analysis

Long-term disability claims duration

Project description: Estimate the duration of long-term disability claims to support actuarial decisions and to optimize claims management.

1. Data

  • Batch ETL pipeline to refresh claims features, events and durations.

2. Model

  • Forcasting: Ensemble of CoxRegression, DeepLearning and Gradient Boosting models.
  • Predict the survival function for each claim.
  • Calculate the conditional time to event (Predicted Duration)
  • Calculate the survival probabilities at critical times for each claim.

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