Autumn Semester 2020 takes place in a mixed form of online and classroom teaching.
Please read the published information on the individual courses carefully.

Christoph Markus Buser: Catalogue data in Spring Semester 2019

Name Dr. Christoph Markus Buser
Address
smile.direct versicherungen
Zürichstrasse 130
8600 Dübendorf
SWITZERLAND
Telephone0844 848 444
E-mailchristoph.buser@math.ethz.ch
DepartmentMathematics
RelationshipLecturer

NumberTitleECTSHoursLecturers
401-3936-00LData Analytics for Non-Life Insurance Pricing4 credits2VC. M. Buser, M. V. Wüthrich
AbstractWe study statistical methods in supervised learning for non-life insurance pricing such as generalized linear models, generalized additive models, Bayesian models, neural networks, classification and regression trees, random forests, gradient boosting machines and support vector machines.
ObjectiveThe student is familiar with classical actuarial pricing methods as well as with modern machine learning methods for insurance pricing and prediction.
ContentWe present the following chapters:
- generalized linear models (GLMs)
- generalized additive models (GAMs)
- neural networks
- credibility theory
- classification and regression trees (CARTs)
- bagging, random forests and boosting
Lecture notesThe lecture notes are available from:
https://papers.ssrn.com/sol3/papers.cfm?abstract_id=2870308
Prerequisites / NoticeThis course will be held in English and counts towards the diploma of "Aktuar SAV".
For the latter, see details under www.actuaries.ch

Good knowledge in probability theory, stochastic processes and statistics is assumed.