Essays about: "Skadeförsäkring"

Showing result 1 - 5 of 11 essays containing the word Skadeförsäkring.

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

3. 2. Evaluation of the Variance in the Premium Provision Estimate : Handling Inhomogeneous and Decreasing Risk in Premium Provision Purposes

   University essay from Umeå universitet/Institutionen för matematik och matematisk statistik

   Author : Eric Egelius; Anna Methander; [2021]
   Keywords : Premium Provision; Reserves; Insurance; Claim Frequency; Inhomogeneous Risk; Claim Severity; Hidden Fault; Title Transfer Insurance; Premiereserv; Reserv; Försäkring; Skadefrekvens; Inhomogen Risk; Skadekostnad; Dolda Fel; Säljaransvarsförsäkring;

   Abstract : The costs related to events of losses within non-life insurance are stochastic and a prerequisite of running a successful insurance business is to predict risks and future costs. From both a business- and regulatory perspective, it is of high interest to have a genuine understanding of the precision and the sensitivity of the estimated costs and future risks. READ MORE

4. 3. Individual Claims Modelling with Recurrent Neural Networks in Insurance Loss Reserving

   University essay from KTH/Matematik (Avd.)

   Author : Julia Li; [2021]
   Keywords : recurrent neural network; loss reserving; insurance; deeptriangle; chain ladder; återkommande neural nätverk; reservsättning; skadeförsäkring; deeptriangle; chain ladder;

   Abstract : Loss reserving in P&C insurance, is the common practice of estimating the insurer’sliability from future claims it will have to pay out on. In the recent years, it has beenpopulartoexploretheoptionsofforecastingthislosswiththehelpofmachinelearningmethods. READ MORE

5. 4. Logistic regression analysis of If’s car insurance market share : Purposeful selection of covariates benchmarked with elastic net, PCA and random forest

   University essay from KTH/Skolan för teknikvetenskap (SCI)

   Author : Alice Harting; [2021]
   Keywords : ;

   Abstract : This project aims to build a logistic regression model of the car insurance market share of If Skadeförsäkring AB. The model is constructed by producing a set of candidates with reduced multicollinearity, subjecting each to purposeful selection of covariates and comparing the resulting summary statistics. READ MORE

6. 5. Predicting Large Claims within Non-Life Insurance

   University essay from KTH/Matematisk statistik

   Author : Jacob Barnholdt; Josefin Grafford; [2018]
   Keywords : Mathematical Statistics; Regression Analysis; Generalized Linear Model; Logistic Regression; Data Analysis; Non-life Insurance; Insurance Pricing; Large claims; Matematisk statistik; Regressionsanalys; Generaliserad linjär modell; Logistisk Regression; Dataanalys; Sakförsäkring; Försäkringsprissättning; Storskador;

   Abstract : This bachelor thesis within the field of mathematical statistics aims to study the possibility of predicting specifically large claims from non-life insurance policies with commercial policyholders. This is done through regression analysis, where we seek to develop and evaluate a generalized linear model, GLM. READ MORE