Building ARIMA and ARIMAX Models for Predicting Long-Term Disability Benefit Application Rates in the Public/Private Sectors
The Society of Actuaries Health Section is pleased to make available a research report that investigates two statistical approaches to forecasting long-term disability benefit claims. The report was authored by Bruce Andrews, Matthew Dean, Robert Swain, and Caroline Cole of the University of Southern Maine.
Report
Building ARIMA and ARIMAX Models for Predicting Long-Term Disability Benefit Application Rates in the Public/Private Sectors
Questions
If you have any questions or comments regarding the report, please contact Steve Siegel, Research Actuary at ssiegel@soa.org.
Thank You
The Health Section would like to thank the following members of the project oversight group for their review and support of the project:
- Warren Cohen
- Tom Corcoran
- Jay Jaffe
- Richard Leavitt
- Jinn-Feng Lin
- Stuart Klugman, SOA Staff Fellow
- Steve Siegel, SOA Research Actuary
- Barbara Scott, SOA Research Administrator