- 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. Mehr anzeigen
Zeitschrift / SerieSwiss Finance Institute Research Paper
VerlagUniversity of Geneva
ThemaNon-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
Organisationseinheit08813 - Wüthrich, Mario Valentin (Tit.-Prof.)
AnmerkungenPublished online 17 November 2016.