Metadata only
Date
2016-11-15Type
- Working Paper
ETH Bibliography
yes
Altmetrics
Abstract
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
Publication status
publishedJournal / series
Swiss Finance Institute Research PaperVolume
Publisher
University of GenevaSubject
Non-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 analyticsOrganisational unit
08813 - Wüthrich, Mario Valentin (Tit.-Prof.)
Notes
Published online 17 November 2016.More
Show all metadata
ETH Bibliography
yes
Altmetrics