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WEB SESSION

17 - 20 Apr 2023

Non-Life Pricing Using Machine Learning Techniques with R Appl.

Monday, 17 April 2023

  1. 09:00 - 10:30 Data Selection, Pre-Analysis and Feature Selection (data quality, pre-
  2. treatment, missing values, feature engineering and feature selection)
  3. Overfitting and cross-validation
  4. Example: Data Analysis and filtering
  5. 10:30 - 10:45 Break
  6. 10:45 - 12:30 Reminders and Q&A about regression tree models
  7. How to fit a machine learning model
  8. Example: Fitting a regression tree and random forest on frequency

Tuesday, 18 April 2023

  1. 09:00 - 10:30 Reminders and Q&A about bagging and random forest models
  2. Case Study: Random forest model adjustment for cost
  3. 10:30 - 10:45 Break
  4. 10:45 - 12:30 Reminders and Q&A about GBM models
  5. Case Study: GBM model adjustment for frequency
  6. Example: Fitting a neural network on the average claim amount

Wednesday, 19 April 2023

  1. 09:00 - 10:30 Interpretability of Machine learning techniques
  2. Case study: Features selection, partial dependence plot and Shapley Value
  3. 10:30 - 10:45 Break
  4. 10:45 - 12:30 Case study: Application of GBM method to highlight interactions
  5. Reminders and example about unsupervised machine learning

Thursday, 20 April 2023

  1. 09:00 - 10:30 Profitability analysis: profitability and positioning assessment with ML techniques
  2. Example: profitability analysis with regression trees
  3. 10:30 - 10:45 Break
  4. 10:45 - 12:30 Competition analysis: understanding competitors prices
  5. Example: Reverse engineering of competitors prices
  6. Client behaviour and Elasticity
  7. Subject to modifications.
  8. All the above times are given in CEST (Central European Summer Time).
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