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SEMINAR

11/12 Mar 2019 in Athens

Advanced Non-Life Pricing & Profitability: Machine Learning Techniques with R

Monday, 11 March 2019

  1. 08:45 - 09:00 Registration
  2. 09:00 - 09:15 Introduction & welcome (EAA)
  3. 09:15 - 10:00 GLM and GAM model reminders (GLM and GAM model for frequency and Severity including continuous variables)
  4. 10:00 - 10:30 Penalized regression techniques (Lasso, Ridge, interaction detection,…): methodology and examples
  5. 10:30 - 10:45 Coffee Break
  6. 10:45 - 12:15 Data Selection, Pre-Analysis and Feature Selection (data quality, pre-treatment, missing values and feature selection)
  7. Example 1 (Data analysis and features selection with random forest)
  8. Example 2 (Fitting a GLM on frequency)
  9. Case Study 1 (GLM model adjustment and backward regression for cost)
  10. 12:15 - 13:15 Lunch
  11. 13:15 - 14:45 Introduction to supervised machine learning algorithms (regression trees & random forest)
  12. Example 3 (Fitting a regression tree and random forest on frequency)
  13. Case Study 2 (Regression tree and random forest model adjustment for cost)
  14. 14:45 - 15:00 Coffee Break
  15. 15:00 - 17:00 Introduction to supervised machine learning algorithms (boosting & neural networks)
  16. Example 4 (Fitting GBM and neural networks on frequency)
  17. Case Study 3 (GBM and neural networks model adjustment for cost)
  18. 18:30 Dinner (approx.)

Tuesday, 12 March 2019

  1. 09:00 - 10:30 Experience rating: how to adapt individual premium with past claims history? Credibility models and Bonus-Malus Systems
  2. Example 5 (experience rating to assess broker quality)
  3. 10:30 - 10:45 Coffee Break
  4. 10:45 - 12:30 Introduction to unsupervised machine learning algorithms (k-means and HAC)
  5. Case study 4 (Feature engineering using clustering methods)
  6. 12:30 - 13:30 Lunch
  7. 13:30 - 15:10 Profitability and Competition analysis (profitability and positioning assessment, reverse engineering of competitors prices)
  8. Example 6 (profitability analysis with regression trees)
  9. 15:10 - 15:15 Concluding remarks, closing of seminar (EAA)

Participant Feedback

4.34 of 5 Points
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Venue & Accommodation

The seminar will take place at the

Electra Palace Athens
18-20, N. Nokodimou str
10557 Athens, Greece
Phone: +30 210 3370000
www.electrahotels.gr

We have arranged special prices for accommodation. The special rate is 145 € per night in a classic single room including breakfast and VAT. It is valid for bookings before 18 February 2019 out of our allotment "EAA Seminar". Our allotment includes a limited number of rooms. Kindly book your accommodation directly with the hotel using this booking form and note the hotel’s cancellation policy. Please note as well that an accommodation fee of 3€ per room per night is applied from the Greek State as of 01/01/2018. Guests directly pay this fee to the hotel’s reception upon check out.

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