云計(jì)算和機(jī)器學(xué)習(xí)在精算行業(yè)中的應(yīng)用

CloudComputingCloudComputingReportSimplifiedChinese(云計(jì)算和機(jī)器學(xué)習(xí)在精算行業(yè)中的應(yīng)用InnovationandOctoberPAGE2PAGE2CopyrightCopyright?2020SocietyofCloudComputingandMachineLearningUsesintheActuarialProfessionReportSummary(云計(jì)算和機(jī)器學(xué)習(xí)在精算行業(yè)中的應(yīng)用ORIGINALYihongTranslationConsultantLEADInsuranceConsultingTinnyTsun,FSA,Ernst&ActuarialInnovation&SteeringCaveatandTheopinionsexpressedandconclusionsreachedbytheauthorsaretheirownanddonotrepresentanyofficialpositionoropinionoftheSocietyofCopyright?2020bytheSocietyofActuaries.AllrightsCloudComputingandMachineLearningUsesintheActuarialProfessionReport(云計(jì)算和機(jī)器學(xué)習(xí)在精算行業(yè)中的應(yīng)Insurancecompaniesareoperatinginafastandongoingtechnologicalandconsumertransformationenvironment.Overthepastdecades,therehavebeentremendousadvancementsintechnologyandoneofthemiscloud如今保險(xiǎn)公司在一種快速且持續(xù)的技術(shù)和消費(fèi)者轉(zhuǎn)型環(huán)境中運(yùn)營(yíng)著。在過(guò)去的幾十年中，多種技術(shù)取得了巨大的發(fā)展，其中之一就是云計(jì)算。HOWTHEINSURANCEINDUSTRYANDACTUARIALPROFESSIONAREIMPACTEDBYTHECLOUD(云計(jì)算如Insurtechsaregainingpopularitywithincreasinginvestmentfrominsurerstoexploreinnovativewaysonhowinsurancecompaniesinteractwiththeircustomers.Forexample,aneedformoreadvancedanalyticalcapabilitiesfordynamicpricingisrequiredtoprovideimmediateandindividualizedquotesforinsuranceproductsforMillennialsandGenZ,whopreferdigital/Omnichanneland24/7customerserviceavailability.Theagilityandcapacityofferedbythecloudhasenablednewformsofinsurancetobeintroduced.隨著保險(xiǎn)公司為了探索與客戶互動(dòng)的新方式而加大投資，保險(xiǎn)科技日益受資本追捧。例如，保險(xiǎn)公司需要拓展更先進(jìn)的動(dòng)態(tài)定價(jià)功能，才能為喜愛數(shù)字化和全方位渠道以及全天候客戶服務(wù)的千禧一代和Z世代提供即時(shí)且個(gè)性化的報(bào)價(jià)。云計(jì)算所提供的敏捷性和容量使新的保險(xiǎn)業(yè)務(wù)模式得以引入。Theuseofcloudservicesbyactuariesisnotuncommon,andmostcloudusersexpectcloudservicetohaveapositiveimpacttotheirwork.Themostcommonuseforactuariesisleveragingthecloudforfastercomputation(i.e.distributedcomputing).精算師對(duì)于云計(jì)算的使用并不罕見，大多數(shù)的云用戶期望云計(jì)算能夠?yàn)樗麄兊墓ぷ鲙?lái)積極的影響。最常見的用途是利用云資源進(jìn)行更快的計(jì)算（即分布式計(jì)算）。IMPACTONTHEACTUARIALPROFESSION對(duì)精Thankstothewidespread,personalhealthtrackingapps,andotherdata-intensivetechnologies,anenormousamountofdataarenowavailableforinsurerstodomoreanalysis.Modelingactuariesarebeginningtotakeondatasciencetechniques,suchaspredictiveanalytics,andcombinethemalongwiththeirspecializedtrainingininsurance,statistics,andeconomics.得益于廣泛使用的健康跟蹤應(yīng)用程序和其他數(shù)據(jù)密集型技術(shù)，保險(xiǎn)公司現(xiàn)在可以對(duì)海量數(shù)據(jù)進(jìn)行更多分析挖掘。建模師如今開始采用大數(shù)據(jù)技術(shù)，例如預(yù)測(cè)分析，并將其與保險(xiǎn)、統(tǒng)計(jì)和經(jīng)濟(jì)學(xué)方面的專門處理相結(jié)合。THEUSEOFTHECLOUDINFINANCIALMODELINGANDACTUARIALPROCESSES(云計(jì)算在金融建模和精Wehavewitnessedincreasinglysophisticatedactuarialfinancialreportingrequirementsaroundtheworld,suchasActuarialGuideline43andC-3PhaseII,SolvencyII,andIFRS17,whichusuallyinvolvesmorecomplexmodelling.Thecloudprovidesactuarieswithanewsolutiontodatastorage,run-timereduction,processstreamlining,etc.,tocopewithever-changingregulatoryrequirements.近年來(lái)我們目睹了全球范圍內(nèi)日益復(fù)雜的精算財(cái)務(wù)報(bào)告準(zhǔn)則，例如Auriluideline3（美國(guó)精算準(zhǔn)則第3號(hào)）和-3PhseII（美國(guó)風(fēng)險(xiǎn)基礎(chǔ)資本市場(chǎng)風(fēng)險(xiǎn)）、lvenyII（歐洲償付能力監(jiān)管標(biāo)準(zhǔn)I）和IFS（國(guó)際財(cái)務(wù)報(bào)告準(zhǔn)則第17號(hào)），而它們通常涉及更復(fù)雜的建模。為應(yīng)對(duì)不斷變化的法規(guī)監(jiān)管要求，云計(jì)算為精算師提供了一種新的數(shù)據(jù)存儲(chǔ)模式，減少了運(yùn)算時(shí)間，且簡(jiǎn)化了流程。Thecloudchangesthewayinwhichdataiscollectedwithitsmassivecapacity,connectivity,andabilitytoeffectivelycapacityat-the-ready.Thecloudisalsopackedwithapplicationprogramminginterfacestoeaseconnectivitytodataofheterogeneousformatsfrommultiplethird-partyvendorsandpublicrecords,makingiteasiertoenrichinternalinformationwithexternaldata.Cloudproviderscontinuouslyimproveandpushoutnewanalyticscapabilities,whichinsurerscanutilizefortheirownanalyses.云通過(guò)其大容量、連通性和高效處理的能力，改變了收集數(shù)據(jù)的方式。云幾乎沒(méi)有存儲(chǔ)限制，因?yàn)樗梢园葱钄U(kuò)展，并隨時(shí)提供額外的容量。云端還裝有應(yīng)用程序接口，以簡(jiǎn)化與多個(gè)第三方供應(yīng)商和公共異構(gòu)數(shù)據(jù)庫(kù)的鏈接，從而更輕松地利用外部數(shù)據(jù)豐富內(nèi)部信息。云提供商不斷對(duì)數(shù)據(jù)分析功能進(jìn)行開發(fā)和迭代，使得保險(xiǎn)公司可以將其用于數(shù)據(jù)處理。Thecloudisabletoefficientlydistributenestedstochasticsordeterministic-on-stochasticruns,whichtranslatesintoatremendousadvantageinreducingruntime.Sometimes,actuariesneedtosimplifytheirmodeltobeefficient.Thispreceptisparticularlytruefornestedstochasticordeterministic-on-stochasticmodels.Usingthecloudavoidsover-simplificationofthemodel,yetstillmaintainsareasonableruntime.云能夠高效地進(jìn)行隨機(jī)嵌套模型或確定加隨機(jī)混合模型的計(jì)算，在縮短運(yùn)算時(shí)間方面擁有巨大優(yōu)勢(shì)。有時(shí)，精算師需要簡(jiǎn)化模型以提高效率，尤其是對(duì)于嵌套隨機(jī)模型或隨機(jī)確定模型。使用云則可避免模型的過(guò)度簡(jiǎn)化，且保持合理的運(yùn)行時(shí)間。thereportingoffinancialresultstothecloud.Adjustedmodeloutputcanbefedstraightintovisualizationsandreportingframeworksusingrobustindustrybusinessanalytictools.AnyauthorizedusercanreplaceexistingstaticreporttemplatesthatarecurrentlypreparedusingMicrosoftOfficetoolswithdynamicweb-baseddashboardsaccessibleatanytime.云計(jì)算可以支持自動(dòng)化報(bào)告的生成，而這通過(guò)將財(cái)務(wù)報(bào)表模型遷移至云端來(lái)實(shí)現(xiàn)。利用強(qiáng)大的行業(yè)內(nèi)業(yè)務(wù)分析工具，用戶可以將調(diào)整后的模型輸出直接導(dǎo)入至可視化報(bào)告模板。任何授權(quán)用戶都可以隨時(shí)使用網(wǎng)頁(yè)上的動(dòng)態(tài)概要面板來(lái)替代現(xiàn)在基于微軟Offie的靜態(tài)報(bào)告模板。CONSIDERATIONSWHENUSINGTHECLOUD(使用云計(jì)算Therearetwogovernanceconsiderationsforinsurers:datagovernanceandmodelgovernance.Insurersneedtoupdatetheirdataandmodelgovernanceframework,takingintoaccounttheuseofthecloud.Usingacloudproviderrequiresalotoftrustintheirsecurityprotocolsandmayposeunexpectedprivacyconcerns.Adedicatedcloudmodelgovernancecommitteethatspansthewholecompanywouldbeideal.Also,themodelgovernancestandardsrelated保險(xiǎn)公司有兩個(gè)管理方面的考慮因素：數(shù)據(jù)管理和模型管理。保險(xiǎn)公司在更新數(shù)據(jù)和模型管理框架時(shí)需要考慮云技術(shù)的應(yīng)用。使用云提供商時(shí)，需要對(duì)其安全控制措施高度信任，并且需要考慮到可能意想不到的隱私問(wèn)題。理想情況下，公司可成立一個(gè)專門的跨部門云端模型管理委員會(huì)。此外，云端和線下的模型管理標(biāo)準(zhǔn)都應(yīng)一致并互補(bǔ)。Whenthinkingaboutthetypeofcloudstructuretoadopt,actuariesmustbecarefulabouttheexactpurposeandneedsthecloudismeanttosatisfy.Keyconsiderationsarebudget;securityandcompliancerequirements;hardwareandvirtualservercontrol;failovercontrol;service-levelagreements;cloudresourceutilizationandconsistency;whatdatawillbeusedinthecloudenvironment;internalITresourcestosupporttheservices;howmanyteamsorgroupswillbeutilizingthecloudandhowsimilartheprocessesare;andhowmuchautomationcanbeachievedifaprivatecloudisutilized.在考慮采用的云計(jì)算部署模式時(shí)，精算師必須考慮使用云計(jì)算的確切用途和需求。關(guān)鍵因素包括預(yù)算、安全性和合規(guī)要求、硬件和虛擬服務(wù)器、故障轉(zhuǎn)移控制、服務(wù)等級(jí)協(xié)議、云資源利用率和連貫性、云環(huán)境中使用的數(shù)據(jù)、內(nèi)部IT資源和技術(shù)支持、有多少部門將利用云以及這些計(jì)算過(guò)程的相似性、以及利用私有云可以實(shí)現(xiàn)的自動(dòng)化程度。USEOFARTIFICIALINTELLIGENCEANDMACHINELEARNINGBYACTUARIES(人工智能Artificialintelligence(AI)canbedefinedasanyattempttomakemachineslearnfromexperienceandtoperformhumantasks,whereasmachinelearningisasubfieldofAIthatallowsmachines,programs,oralgorithmstolearnandimprovefromdata.Currently,AIandmachinelearningarebecomingincreasinglyimportantthankstobigdata,ever-improvingalgorithms,andthegreatercapacitiesofstorageandcomputing.人工智能（I）可定義為使機(jī)器從經(jīng)驗(yàn)中學(xué)習(xí)并執(zhí)行人類的行為，而機(jī)器學(xué)習(xí)是人工智能的一個(gè)分支，它允許機(jī)器、程序或算法從數(shù)據(jù)中學(xué)習(xí)并改進(jìn)。當(dāng)前，由于大數(shù)據(jù)、不斷改進(jìn)的算法以及更大的存儲(chǔ)和計(jì)算能力，人工智能和機(jī)器學(xué)習(xí)正蓬勃發(fā)展。Themostcommonusesofmachinelearninginactuarialscienceincludepricing,claims,in-forcemanagement,risk,underwriting,valuation,anddiseasemanagement.Inthisresearchreport,fourcasestudieswerepresented,providinginsightintohowactuariesemploymachinelearningintheirdailywork.Machinelearningalgorithmsareefficientinanalyzinglargeandgranulardatasets.ItisbelievedthatwillAIwillplayanincreasinglyimportantroleintheprocessofdecision-makinggoingforward.對(duì)于精算師而言，機(jī)器學(xué)習(xí)的最常見用途包括定價(jià)、理賠、業(yè)務(wù)管理、風(fēng)險(xiǎn)、承保、估值和疾病管理。這份研究報(bào)告闡述了四個(gè)案例研究，以深入體現(xiàn)精算師如何在日常工作中運(yùn)用機(jī)器學(xué)習(xí)。機(jī)器學(xué)習(xí)算法可以有效地分析大量的高精度數(shù)據(jù)。人們相信，人工智能將在未來(lái)的決策過(guò)程中扮演越來(lái)越重要的角色。COMMONMACHINELEARNINGALGORITHMSANDTOOLS(機(jī)器學(xué)習(xí)常用算法及工Inmachinelearning,therearetwokindsoftasks,supervisedlearningandunsupervisedlearning.Thegoalofsupervisedlearningistodeterminethemodelthatbestfitsthedatasoastopredictanoutputgivenanewsetofinput.Unsupervisedlearning,however,isusedtodrawinferencesthatarenotexplicitusingthecharacteristicsofdata.Examplesofsupervisedlearningincludeclassificationandregressiontree(CART)andrandomforest,whicharecommonlyusedinpricinganalysis,creatingreservingalgorithms,andevaluatingriskswithcomplexinteractions.Acommonunsupervisedlearningalgorithmisthek-meansalgorithm,whichisfrequentlyusedinmarketingcampaignstoidentifysimilarexposuresforclaimsmanagementandprocessoptimization.RandPythonareordinaryprogramminglanguagesusedtoperformmachinelearninganalysis.DifferentpackagesinRandPythonallowacommunitytoeasilyimplementmachinelearning.機(jī)器學(xué)習(xí)領(lǐng)域包括兩種學(xué)習(xí)方法：監(jiān)督學(xué)習(xí)和無(wú)監(jiān)督學(xué)習(xí)。監(jiān)督學(xué)習(xí)的目標(biāo)是找到一個(gè)最適合既定數(shù)據(jù)的模型，以便在給定新的輸入值時(shí)輸出預(yù)測(cè)值。無(wú)監(jiān)督學(xué)習(xí)則是在沒(méi)有標(biāo)簽的數(shù)據(jù)里發(fā)現(xiàn)潛在結(jié)構(gòu)的一種訓(xùn)練方式。監(jiān)督學(xué)習(xí)包括分類回歸樹（AT）和隨機(jī)森林算法，通常用于定價(jià)分析、創(chuàng)建準(zhǔn)備金算法以及評(píng)估具有復(fù)雜交互作用的風(fēng)險(xiǎn)。一種常見的無(wú)監(jiān)督學(xué)習(xí)算法是K-均值（-mens）算法，在銷售中經(jīng)常使用來(lái)識(shí)別風(fēng)險(xiǎn)，以進(jìn)行理賠管理和流程優(yōu)化。R和Phon是用于進(jìn)行機(jī)器學(xué)習(xí)分析的常用編程語(yǔ)言。它們提供的多種軟件包允許各式群體輕松實(shí)現(xiàn)機(jī)器學(xué)習(xí)。Thereareplentyofalgorithmsavailableand,whenselectingthemodel,wehavetocarefullytradeoffbetweencomplexityandinterpretability.Whenimplementinganewmachinelearningalgorithm,itiscrucialtounderstandthetheorybehinditinordertounderstandhowitworks,inwhatinstancesitisappropriate,andwhatrangeofparametersisappropriateforagivensituation.Itisasimportanttoanalyzeresultscloselytounderstandwhatishiddenbehind當(dāng)我們選擇模型時(shí)，有許多算法可供考慮，而我們需要在復(fù)雜性和可解釋性之間謹(jǐn)慎權(quán)衡。在實(shí)施新的機(jī)器學(xué)習(xí)算法時(shí)，至關(guān)重要的是要了解其背后的理論，以便了解工作原理，在什么情況下合適以及對(duì)于給定情況合適的參數(shù)范圍。與此同時(shí)，需要仔細(xì)分析結(jié)果以了解模型背后隱藏的信息。Overall,cloudtechnologyhasthepotentialtoimpactmanypracticeareasofactuaries,including,butnotlimitedto,pricing;valuationandreserving;enterpriseriskmanagement;andexperienceanalysesandassumptions.Inordertobenefitfromtheopportunitiespresentedbycloudcomputingandgranularanalyses,actuarieswillneedtoeitherbecomedataandtechnologyexpertsorbecomefamiliarenoughwiththesetopicstoeffectivelyprovidetherequiredsolutionsandskillsetstoemployers.總體而言，云技術(shù)可深刻影響精算師的多種實(shí)踐領(lǐng)域，包括但不限于產(chǎn)品定價(jià)、評(píng)估準(zhǔn)備金、風(fēng)險(xiǎn)管理、經(jīng)驗(yàn)分析和精算假設(shè)。為了從云計(jì)算以及粒計(jì)算所提供的機(jī)會(huì)中受益，精算師將需要成為數(shù)據(jù)和技術(shù)專家或?qū)@些專題足夠熟悉，以有效地為雇主提供所需的解決方案和技能。Thefullresearchreportcanbefound請(qǐng)點(diǎn)開以下網(wǎng)址查閱完整的研究報(bào)/globalassets/assets/files/resources/research-report/2019/cloud-TheSOA’sdeepestgratitudegoestothosewithoutwhoseeffortsthisprojectcouldnothavecometofruition,especiallyYunGwenWeng,FSA,CERA,FCIA,whoorganizedandoversawallstepsoftheprocess.ThispaperwastranslatedfromEnglishbySOAmembersYuanYuan,FSA,MAAAandTinnyTsun,FSA,FCIA,alongwithYihongLu,atranslationconsultant.YuanYuanworksintheFinancialServicespracticeatErnst&YoungLLPwheresheisamanagerintheInsuranceandActuarialAdvisoryServicesteam.Shecanbereachedatyuan.yuan@.TinnyTsunisanactuarywithalmost20yearsofdiverseworkexperienceinToronto,BeijingandHongKong.ShecanbereachedatTinny.tsun@.AttheSocietyofKorrelCrawford,SeniorResearchMervynKopinsky,FSA,EA,MAAA,ExperienceStudiesActuaryJingxin(Jessie)Li,FSA,LeadChinaRepresentativeAboutTheSocietyofWithrootsdatingbackto1889,theSocietyofActuaries(SOA)istheworld’slargestactuarialprofessionalorganizationwithmorethan31,000members.Throughresearchandeducation,theSOA’smissionistoadvanceactuarialknowledgeandtoenhancetheabilityofactuariestoprovideexpertadviceandrelevantsolutionsforfinancial,businessandsocietalchallenges.TheSOA’svisionisforactuariestobetheleadingprofessionalsinthemeasurementandmanagementofrisk.TheSOAsupportsactuariesandadvancesknowledgethroughresearchandeducation.Aspartofitswork,theSOAseekstoinformpublicpolicydevelopmentandpublicunderstandingthroughresearch.TheSOAaspirestobeatrustedsourceofobjective,data-drivenresearchandanalysiswithanactuarialperspectiveforitsmembers,industry,policymakersandthepublic.ThisdistinctperspectivecomesfromtheSOAasanassociationofactuaries,whohavearigorousformaleducationanddirectexperienceaspractitionersastheyperformappliedresearch.TheSOAalsowelcomestheopportunitytopartnerwithotherorganizationsinourworkwhereappropriate.TheSOAhasahistoryofworkingwithpublicpolicymakersandregulatorsindevelopinghistoricalexperiencestudiesandprojectiontechniquesaswellasindividualre