Essays about: "MTPL insurance"

Found 1 essay containing the words MTPL insurance.

  1. 1. Using Gradient Boosting to Identify Pricing Errors in GLM-Based Tariffs for Non-life Insurance

    University essay from KTH/Matematik (Avd.)

    Author : Felix Greberg; Andreas Rylander; [2022]
    Keywords : GLM; Gradient Boosting; XGBoost; Non-life insurance; Property Casualty; Rate making; Insurance Tariff; MTPL insurance; Machine learning; Regression trees; Tweedie regression; Credit risk; GLM; Gradient Boosting; XGBoost; Skadeförsäkring; Prissättning; Försäkringstariff; Trafikförsäkring; Regressionsträd; Maskininlärning; Tweedie-regression; Kreditrisk;

    Abstract : Most non-life insurers and many creditors use regressions, more specifically Generalized Linear Models (GLM), to price their liabilities. One limitation with GLMs is that interactions between predictors are handled manually, which makes finding interactions a tedious and time-consuming task. READ MORE