Wüthrich, Mario V.
- Working Paper
These notes aim at giving a broad skill set to the actuarial profession in non-life insurance pricing and data science. We start from the classical world of generalized linear models, generalized additive models and credibility theory. These methods form the basis of the deeper statistical understanding. We then present several machine learning techniques such as regression trees, bagging, random forest, boosting and support vector machines. Finally, we provide methodologies for analyzing telematic car driving data Show more
External linksFull text via SFX
Journal / seriesSwiss Finance Institute Research Paper
PublisherUniversity of Geneva
SubjectNon-life insurance pricing; Car insurance pricing; Generalized linear models; Credibility theory; Neural networks; Regression trees; CART; Bootstrap; Bagging; Random forest; Boosting; Support vector machines; Telematic data; Data science; Machine learning; Data analytics
Organisational unit08813 - Wüthrich, Mario Valentin (Tit.-Prof.)
NotesPublished online 17 November 2016.
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