401-3936-00L  Data Analytics for Non-Life Insurance Pricing

SemesterSpring Semester 2018
LecturersC. M. Buser, M. V. Wüthrich
Periodicityyearly recurring course
Language of instructionEnglish

Catalogue data

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. Moreover, we present unsupervised learning methods applied to telematics car driving data.
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)
- credibility theory
- classification and regression trees (CARTs)
- bagging, random forests and boosting
- support vector machines (SVMs)
- unsupervised learning methods
- telematics car driving data
Lecture notesThe lecture notes are available from:
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.

Performance assessment

Performance assessment information (valid until the course unit is held again)
Performance assessment as a semester course
ECTS credits4 credits
ExaminersM. V. Wüthrich, C. M. Buser
Typesession examination
Language of examinationEnglish
RepetitionThe performance assessment is offered every session. Repetition possible without re-enrolling for the course unit.
Mode of examinationwritten 120 minutes
Written aidsNone / Keine
This information can be updated until the beginning of the semester; information on the examination timetable is binding.

Learning materials

No public learning materials available.
Only public learning materials are listed.


401-3936-00 VData Analytics for Non-Life Insurance Pricing
On 20 February 2018 the course will start in ML D 28.
2 hrs
Tue16-18HG F 5 »
20.02.16-18ML D 28 »
C. M. Buser, M. V. Wüthrich


No information on groups available.


There are no additional restrictions for the registration.

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