Wednesday, 12 October 2022
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09:00 - 10:45
Modelling continuous explanatory variables with Generalized additive models (GAM)
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Example: GAM models for binning
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Case study in R: Refining my technical tariff with GAM modelling (binning)
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10:45 - 11:00
Break
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11:00 - 12:30
Penalized regression techniques and regularization
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Example: Feature selection and feature engineering (e.g. binning) with regularization techniques
Thursday, 13 October 2022
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09:00 - 10:45
Introduction to Generalized Linear Mixed Models (GLMM)
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Example: modelling activity codes in Worker’s Compensation insurance with GLMM
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10:45 - 11:00
Break
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11:00 - 12:30
Experience rating: How to adapt premium with past claims history using credibility models:
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Example: experience rating to assess broker’s efficiency
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Case study in Excel: Credibility for fleet pricing
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Subject to modifications.
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All the above times are given in CEST (Central European Summer Time).
