Essays about: "Generalized linear model GLM"

Showing result 1 - 5 of 15 essays containing the words Generalized linear model GLM.

  1. 1. Double Machine Learning for Insurance Price Optimization

    University essay from KTH/Skolan för industriell teknik och management (ITM)

    Author : Jakob Kristiansson; [2023]
    Keywords : DML; Double Machine Learning; Price Optimization; Insurance Pricing; DML; Dubbel Maskininlärning; Prisoptimering; Försäkringsprissättning;

    Abstract : This thesis examines how recent advances in debaised machine learning can be used for estimating price elasticities of demand within the automotive insurance field. Traditional methods such as generalized linear model (GLM) to estimate demand has no way of ensuring there are no biases in the underlying data selection, especially when the confounding variables are many. READ MORE

  3. 2. 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

  4. 3. Technical Support and Self-Service Troubleshooting: An Insurance Approach

    University essay from KTH/Matematik (Avd.)

    Author : Jakob Sundblad; [2021]
    Keywords : ;

    Abstract : Technical support and services are growing more and more competitive and have become a selling point for many companies. One way companies differentiate themselves is through extensive self-service solutions as a part of the support structure. However, the underlying cost drivers are not well understood. READ MORE

  5. 4. Supervised Learning for Prediction of Tumour Mutational Burden

    University essay from KTH/Matematisk statistik

    Author : Joanna Hargell; [2021]
    Keywords : Supervised Learning; Tumour Mutational Burden; Generalized Linear Models; Decision trees; Support Vector Machines; statistik; tillämpad matematik; statistisk inlärning; mutationsbörda;

    Abstract : Tumour Mutational Burden is a promising biomarker to predict response to immunotherapy. In this thesis, statistical methods of supervised learning were used to predict TMB: GLM, Decision Trees and SVM. READ MORE

  6. 5. Modeling risk and price of all risk insurances with General Linear Models

    University essay from KTH/Matematisk statistik

    Author : Ellinor Drakenward; Emelie Zhao; [2020]
    Keywords : Bachelor Thesis; Mathematical statistics; Generalized Linear Model; Multiplicative GLM; Regression analysis; Insurance Pricing; Claims; Tariff; Kandidatexamensarbete; Matematisk statistik; Generaliserad linjär modell; Försäkringsanspråk; Multiplikativ GLM; Regressionsanalys; Försäkring; Prissättning;

    Abstract : Denna kandidatexamen ligger inom området matematisk statistik. I samarbete med försäkringsbolaget Hedvig syftar denna avhandling till att utforska en ny metod för hantering av Hedvigs försäkringsdata genom att bygga en prissättningsmodell för alla riskförsäkringar med generaliserade linjära modeller. READ MORE