Das Herbstsemester 2020 findet in einer gemischten Form aus Online- und Präsenzunterricht statt.
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401-3936-00L  Data Analytics for Non-Life Insurance Pricing

SemesterFrühjahrssemester 2019
DozierendeC. M. Buser, M. V. Wüthrich
Periodizitätjährlich wiederkehrende Veranstaltung
LehrspracheEnglisch


KurzbeschreibungWe 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.
LernzielThe student is familiar with classical actuarial pricing methods as well as with modern machine learning methods for insurance pricing and prediction.
InhaltWe 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
SkriptThe lecture notes are available from:
https://papers.ssrn.com/sol3/papers.cfm?abstract_id=2870308
Voraussetzungen / BesonderesThis 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.