Autor(en): | Christmann, Andreas Marin-Galiano, Marcos |
Titel: | Insurance: an R-Program to Model Insurance Data |
Sprache (ISO): | en |
Zusammenfassung: | Data sets from car insurance companies often have a high-dimensional complex dependency structure. The use of classical statistical methods such as generalized linear models or Tweedie’s compound Poisson model can yield problems in this case. Christmann (2004) proposed a general approach to model the pure premium by exploiting characteristic features of such data sets. In this paper we describe a program to use this approach based on a combination of multinomial logistic regression and epsilon-support vector regression from modern statistical machine learning. |
Schlagwörter: | claim size insurance tariff logistic regression statistical machine learning support vector regression |
URI: | http://hdl.handle.net/2003/5301 http://dx.doi.org/10.17877/DE290R-6724 |
Erscheinungsdatum: | 2004 |
Provinienz: | Universität Dortmund |
Enthalten in den Sammlungen: | Sonderforschungsbereich (SFB) 475 |
Dateien zu dieser Ressource:
Datei | Beschreibung | Größe | Format | |
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49_04.pdf | DNB | 177.18 kB | Adobe PDF | Öffnen/Anzeigen |
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