Christoph Markus Buser: Catalogue data in Spring Semester 2020

Name Dr. Christoph Markus Buser
AXA Versicherungen AG
General Guisan-Strasse 42
8600 Dübendorf

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 and gradient boosting 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:
Prerequisites / NoticeThis course will be held in English and counts towards the diploma of "Aktuar SAV".
For the latter, see details under

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