Christoph Markus Buser: Katalogdaten im Frühjahrssemester 2021 |
| Name | Herr Dr. Christoph Markus Buser |
| Adresse | AXA Versicherungen AG General Guisan-Strasse 42 8600 Dübendorf SWITZERLAND |
| Telefon | 0792771931 |
| christoph.buser@math.ethz.ch | |
| Departement | Mathematik |
| Beziehung | Dozent |
| Nummer | Titel | ECTS | Umfang | Dozierende | |
|---|---|---|---|---|---|
| 401-3936-00L | Data Analytics for Non-Life Insurance Pricing  | 4 KP | 2V | C. M. Buser, M. V. Wüthrich | |
| Kurzbeschreibung | We 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 and gradient boosting machines. | ||||
| Lernziel | The student is familiar with classical actuarial pricing methods as well as with modern machine learning methods for insurance pricing and prediction. | ||||
| Inhalt | We 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 | ||||
| Skript | The lecture notes are available from: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=2870308 | ||||
| Voraussetzungen / Besonderes | This 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. | ||||