On a Strategy to Develop Robust and Simple Tariffs from Motor Vehicle Insurance Data
On a Strategy to Develop Robust and Simple Tariffs from Motor Vehicle Insurance Data
摘要
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. We use a nonparametric approach based on a combination of kernel logistic regression and e-support vector regression which both have good robustness properties. The strategy is applied to a data set from motor vehicle insurance companies.
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. We use a nonparametric approach based on a combination of kernel logistic regression and e-support vector regression which both have good robustness properties. The strategy is applied to a data set from motor vehicle insurance companies.
参考文献17
-
1Bartlett, P.L., Tewari, A. Sparseness vs Estimating Conditional Probabilities: Some Asymptotic Results.Preprint, University of California, Berkeley, 2004.
-
2Celebrian, A.C., Denuit, M., Lambert, P. Generalized Pareto Fit to the Society of Actuaries' Large Claims Database.North American Actuarial Journal, 7:18-36 (2003).
-
3Cherkassky, V., Ma, Y. Practical selection of SVM parameters and noise estimation for SVM regression.Neural Networks, 17:113 126 (2004).
-
4Christmann, A., Fischer, P., Joachims, T. Comparison between various regression depth methods and the support vector machine to approximate the minimum number of misclassifications. Computational Statistics, 17:273-287 (2002).
-
5Christmann, A., Rousseeuw, P.J. Measuring overlap in logistic regression. Computational Statistics andData Analysis, 37:65-75 (2001).
-
6Christmann, A., Steinwart, I. On robust properties of convex risk minimization methods for pattern recognition.Journal of Machine Learning Research, 5:1007 1034 (2004a).
-
7Christmann.A.,Steinwart.I. Consistency and robustness of kernel based regression.University of Dortmund, SFB-475, TR-01/05 Submitted, 2005.
-
8Embrechts. P., Kliippelberg, C., Mikosch, T. Modelling Extreme Events for Insurance and Finance.Springer-Verlag, Berlin, 1997.
-
9Hastie, T., Tibshirani, R. Classification by pairwise coupling. Annals of Statistics, 26:451-471 (1998).
-
10Keerthi, S.S., Duan, K., Shevade, S.K., Poo, A.N. A fast dual algorithm for kernel logistic regression. In Machine Learning: Proceedings of the Ninetheenth International Conference, Kaufmann, San Francisco,299-306 2004.
-
1梦溪.大数据管理可持续能源消费[J].中国石油企业,2013(10):64-65.
-
2陈明.凯捷——矿业数字化先锋[J].中国有色金属,2013(22):68-69.
-
3LPG DEMAND ROBUST IN CHINA[J].China Oil & Gas,1999,6(4):248-251.
-
4塞尔达.耶各拉普,刘荻.巨头如何在云端搞机器学习?[J].IT经理世界,2016,0(11):28-29.
-
5Li Ying,Chu Xue.A Comparison Between Chinese and Foreign Power Tariffs[J].Electricity,2007,18(1):28-31.
-
6汪洋.张一鸣:用算法干掉编辑?[J].中欧商业评论,2017,0(2):104-107.
-
7IBM将机器学习引入私有云领域[J].新金融世界,2017,0(3):48-48.
-
8speeches[J].中国经济信息,2016(15):6-6.
-
9爱范儿,"人工智能学家".苹果瞄准人工智能[J].商业观察,2015,0(4):54-54.
-
10大数据将改变大石油公司[J].石油工业计算机应用,2016,24(4):6-6.