Thursday, 26 October 2017
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09:45 - 10:00
Registration
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10:00 - 10:15
Introduction & welcome (EAA)
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10:15 - 11:30
Basics of Non-Life Pricing (GLM for frequency and severity modelling, GAM for continuous variables and geographical ratemaking)
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11:30 - 11:45
Coffee Break
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11:45 - 13:15
Machine learning techniques in non-life pricing (regression trees, boosting, etc.): methodology
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13:15 - 14:15
Lunch
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14:15 - 15:00
Machine learning techniques in non-life pricing (regression trees, boosting, etc.): examples and comparison of methods
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15:00 - 16:15
Machine learning techniques in non-life pricing (regression trees, boosting, etc.): case study performed by the participants
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16:15 - 16:30
Coffee Break
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16:30 - 18:00
Penalized regression techniques (Lasso, Ridge, interaction detection,…): methodology and examples
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20:00
Dinner (approx.)
