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4/5 Nov 2019 in Stockholm

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

Monday, 04 November 2019

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

Tuesday, 05 November 2019

09:00 - 10:30 Introduction to unsupervised machine learning algorithms (k-means and HAC)
Case study on unsupervised machine learning
10:30 - 10:45 Coffee Break
10:45 - 12:30 Experience rating: how to adapt individual premium with past claims history? Credibility models
Examples (Experience rating to assess broker quality & Credibility for fleet pricing)
12:30 - 13:30 Lunch
13:30 - 15:10 Profitability and Competition analysis (profitability and positioning assessment, reverse engineering of competitors prices)
Example (profitability analysis with regression trees)
15:10 - 15:15 Concluding remarks, closing of seminar (EAA)

Seminar Details

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Venue & Accommodation

The seminar will take place at the

Best Western Kom Hotel Stockholm
Döbelnsgatan 17
111 40 Stockholm, Schweden
Hotel website

We have arranged special prices for accommodation. A classic single room costs 990 SEK per night, including breakfast and VAT. This price is valid for bookings out of our allotment "EAA Seminar" until 20 October 2019. Please book your accommodation directly with the hotel by using the key word 'EAA seminar' and sending an email to reception@komhotel.se. Kindly book early, as our allotment includes a limited number of rooms, and note the hotel’s cancellation policy.

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