Christoph Markus Buser: Catalogue data in Spring Semester 2021

Name Dr. Christoph Markus Buser
Address
AXA Versicherungen AG
General Guisan-Strasse 42
8600 Dübendorf
SWITZERLAND
Telephone0792771931
E-mailchristoph.buser@math.ethz.ch
DepartmentMathematics
RelationshipLecturer

NumberTitleECTSHoursLecturers
401-3936-00LData Analytics for Non-Life Insurance Pricing Restricted registration - show details 4 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.
Learning 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:
https://papers.ssrn.com/sol3/papers.cfm?abstract_id=2870308
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.