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Christmann, Andreas [Author]

On a strategy to develop robust and simple tariffs from motor vehicle insurance data

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  • Media type: Report; E-Book
  • Title: On a strategy to develop robust and simple tariffs from motor vehicle insurance data
  • Contributor: Christmann, Andreas [Author]
  • imprint: Dortmund: Universität Dortmund, Sonderforschungsbereich 475 - Komplexitätsreduktion in Multivariaten Datenstrukturen, 2004
  • Language: English
  • Keywords: Insurance tariffs ; Support Vector Regression ; Machine learning ; Simplicity ; Support Vector Machine ; Data Mining ; Kraftfahrtversicherung ; Theorie ; Robustness ; Versicherungsprämie ; Regression ; Kernel logistic regression ; Classification
  • Origination:
  • Footnote: Diese Datenquelle enthält auch Bestandsnachweise, die nicht zu einem Volltext führen.
  • Description: The goals of this paper are twofold: we describe common features in data sets from motor vehicle insurance companies and we investigate a general strategy which exploits the knowledge of such features. The results of the strategy are a basis to develop insurance tariffs. The strategy is applied to a data set from motor vehicle insurance companies. We use a nonparametric approach based on a combination of kernel logistic regression and ¡support vector regression.
  • Access State: Open Access