Programme

WEB SESSION

4 - 9 Mar 2021

Non-Life Pricing Using Statistical Techniques with R Applications

Thursday, 04 March 2021

Friday, 05 March 2021

Monday, 08 March 2021

09:00 - 10:45 Modelling continuous explanatory variables with Generalized additive models (GAM)
Example: GAM models for binning
Case study in R: Refining my technical tariff with GAM modelling (binning)
10:45 - 11:00 Break
11:00 - 12:30 Penalized regression techniques and regularization
Example: Feature selection and feature engineering (e.g. binning) with regularization techniques

Tuesday, 09 March 2021

09:00 - 10:45 Introduction to Generalized Linear Mixed Models (GLMM)
Example: modelling activity codes in Worker’s Compensation insurance with GLMM
10:45 - 11:00 Break
11:00 - 12:30 Experience rating: how to adapt premium with past claims history using credibility models.
Example: experience rating to assess broker’s efficiency
Case study in Excel: Credibility for fleet pricing
(Time zone: CET - Central European Time)

Seminar Details

Programme

CPD Credits

Participant Feedback

4.4 of 5 Points

Sponsor

PREMIUM Sponsor of the Event