Actuarial Outpost
 
Go Back   Actuarial Outpost > Actuarial Discussion Forum > Property - Casualty / General Insurance
FlashChat Actuarial Discussion Preliminary Exams CAS/SOA Exams Cyberchat Around the World Suggestions


Not looking for a job? Tell us about your ideal job,
and we'll only contact you when it opens up.
https://www.dwsimpson.com/register


Reply
 
Thread Tools Search this Thread Display Modes
  #1  
Old 04-03-2018, 05:51 AM
LinGActuar LinGActuar is offline
Non-Actuary
 
Join Date: Apr 2018
College: Junior
Posts: 3
Default Emblem model to SAS

Hello,

I a working on MTPL pricing project.

Q1-I wanted to import Emblem model to sas in order to add same continuous variable .

Q2-How can I add a variable to combined fac file

Thank you
Reply With Quote
  #2  
Old 04-03-2018, 02:05 PM
Antzlck Antzlck is offline
Member
 
Join Date: Jan 2015
Location: London
Posts: 34
Default

You have to create a new bid and fac file with these new variables included then you can "model adapt" your current model onto the new data set.
Reply With Quote
  #3  
Old 04-04-2018, 04:59 AM
LinGActuar LinGActuar is offline
Non-Actuary
 
Join Date: Apr 2018
College: Junior
Posts: 3
Default

Quote:
Originally Posted by Antzlck View Post
You have to create a new bid and fac file with these new variables included then you can "model adapt" your current model onto the new data set.
But the Combined BID file is an output of Emblem Combiner not a sas Code.
So I can't add a variable
Reply With Quote
  #4  
Old 04-04-2018, 06:10 AM
Antzlck Antzlck is offline
Member
 
Join Date: Jan 2015
Location: London
Posts: 34
Default

Quote:
Originally Posted by LinGActuar View Post
But the Combined BID file is an output of Emblem Combiner not a sas Code.
So I can't add a variable
You can't start from your current bid file. Go back a step and start from the point where you created the bid file, typically this will be to create a text or SAS file which is then transformed to an Emblem bid file.
Reply With Quote
  #5  
Old 04-04-2018, 10:09 AM
Vorian Atreides's Avatar
Vorian Atreides Vorian Atreides is offline
Wiki/Note Contributor
CAS
 
Join Date: Apr 2005
Location: Hitler's Secret Bunker
Studying for ACAS
College: Hard Knocks
Favorite beer: Sam Adams Cherry Wheat
Posts: 62,447
Default

As alluded to in post #2, you can't change just a .fac file without blowing up EMBLEM.

The .bid and .fac files are connected.

Why don't you just use SAS to do the modelling from the start if you're interested in modeling continuous variables?


Also note that you can "bin" continuous variables to a fairly large number of groups (~50) and you can fit a polynomial fit to this binned variable.
__________________
I find your lack of faith disturbing

Why should I worry about dying? Itís not going to happen in my lifetime!


Freedom of speech is not a license to discourtesy

#BLACKMATTERLIVES
Reply With Quote
  #6  
Old 04-05-2018, 09:54 AM
LinGActuar LinGActuar is offline
Non-Actuary
 
Join Date: Apr 2018
College: Junior
Posts: 3
Default

Quote:
Originally Posted by Vorian Atreides View Post
As alluded to in post #2, you can't change just a .fac file without blowing up EMBLEM.

The .bid and .fac files are connected.

Why don't you just use SAS to do the modelling from the start if you're interested in modeling continuous variables?


Also note that you can "bin" continuous variables to a fairly large number of groups (~50) and you can fit a polynomial fit to this binned variable.

I don't know how to fit polynomial on sas.
I have an other problem is offsetting, using emblem you have to offset with changing coefficient and when I do it the model do not converge or the fixed coef are standardized automatically regarding the base level of the factor, so I tied to use the actual emblem model and do the offsetting with adding an new variable as offset (continu variable ) with coef=1.

Last edited by LinGActuar; 04-05-2018 at 01:16 PM..
Reply With Quote
Reply

Thread Tools Search this Thread
Search this Thread:

Advanced Search
Display Modes

Posting Rules
You may not post new threads
You may not post replies
You may not post attachments
You may not edit your posts

BB code is On
Smilies are On
[IMG] code is On
HTML code is Off


All times are GMT -4. The time now is 06:35 PM.


Powered by vBulletin®
Copyright ©2000 - 2018, Jelsoft Enterprises Ltd.
*PLEASE NOTE: Posts are not checked for accuracy, and do not
represent the views of the Actuarial Outpost or its sponsors.
Page generated in 0.24257 seconds with 9 queries