Programme

SEMINAR

13/14 Mar 2014 in Zagreb

Non-Life Pricing: Practical Implementation of Modern Techniques

Thursday, 13 March 2014

08:45 - 09:00 Registration
09:00 - 09:30 Introduction to risk classification
09:30 - 10:00 From linear to generalized linear models
10:00 - 10:45 Poisson regression for claim counts
10:45 - 11:00 Coffe Break
11:00 - 11:30 Frequency Model: Overdispersion
11:30 - 12:30 Case study: frequency model
12:30 - 13:30 Lunch
13:30 - 14:15 Gamma regression for attritional claims
14:15 - 15:15 Extreme value theory for large claims modeling
15:15 - 15:30 Coffe Break
15:30 - 16:30 Case study: cost model
16:30 - 17:00 Other practical difficulties
18:30 Dinner (approx.)

Friday, 14 March 2014

09:00 - 10:30 Modelling continuous explanatory variables with Generalised additive models
10:30 - 10:45 Coffee Break
10:45 - 11:30 Case study: improving frequency model
11:30 - 12:15 Case study: inclusion of commercial and capital constraints in final pricing
12:15 - 13:15 Lunch
13:15 - 14:00 Portfolio follow-up and segmented premium increase
14:00 - 15:00 Introduction to credibility theory and bonus-malus systems
15:00 - 15:15 Concluding remarks, closing of seminar (EAA)

Seminar Details

Programme

CPD Credits

Participant Feedback

4.47 of 5 Points

Venue & Accommodation

The seminar will take place at the hotel

ARCOTEL Allegra Zagreb
Branimirova 29
10000 Zagreb, Croatia
www.arcotelhotels.com/en/allegra

We have arranged special prices for accommodation. A single room costs 90 € per night, including breakfast and VAT, excl. city tax (1 € per person and night). This price is valid for bookings out of our allotment “EAA Seminar” until 13 February 2014. Please book your accommodation directly with the hotel. Kindly book early, as our allotment includes a limited number of rooms, and note the hotels’ cancellation policy.

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