On a strategy to develop robust and simple tariffs from motor vehicle insurance data
نویسنده
چکیده
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 ε−support vector regression.
منابع مشابه
An approach to model complex high-dimensional insurance data
This paper describes common features in data sets from motor vehicle insurance companies and proposes a general approach which exploits knowledge of such features in order to model high-dimensional data sets with a complex dependency structure. The results of the approach can be a basis to develop insurance tariffs. The approach is applied to a collection of data sets from several motor vehicle...
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