Christoph Markus Buser: Katalogdaten im Frühjahrssemester 2018

NameHerr Dr. Christoph Markus Buser
Adresse
AXA Versicherungen AG
General Guisan-Strasse 42
8600 Dübendorf
SWITZERLAND
Telefon0792771931
E-Mailchristoph.buser@math.ethz.ch
DepartementMathematik
BeziehungDozent

NummerTitelECTSUmfangDozierende
401-3936-00LData Analytics for Non-Life Insurance Pricing4 KP2VC. M. Buser, M. V. Wüthrich
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. Moreover, we present unsupervised learning methods applied to telematics car driving data.
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)
- credibility theory
- classification and regression trees (CARTs)
- bagging, random forests and boosting
- support vector machines (SVMs)
- unsupervised learning methods
- telematics car driving data
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.