Authors: | Christmann, Andreas |
Title: | On a Strategy to Develop Robust and Simple Tariffs from Motor Vehicle Insurance Data |
Language (ISO): | en |
Abstract: | The goals of this paper are twofold: we describe common features in data sets from motor vehicle insurance companies and we investigate a general strategy which exploits the knowledge of such features. The results of the strategy are a basis to develop insurance tariffs. The strategy is applied to a data set from motor vehicle insurance companies. We use a nonparametric approach based on a combination of kernel logistic regression and e-support vector regression. |
Subject Headings: | data mining insurance tariffs kernel logistic regression machine learning regression robustness simplicity support vector machine support vector regression |
URI: | http://hdl.handle.net/2003/4872 http://dx.doi.org/10.17877/DE290R-15069 |
Issue Date: | 2004 |
Provenance: | Universitätsbibliothek Dortmund |
Appears in Collections: | Sonderforschungsbereich (SFB) 475 |
Files in This Item:
File | Description | Size | Format | |
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tr16-04.pdf | DNB | 2.72 MB | Adobe PDF | View/Open |
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