Boosting Poisson regression models with telematics car driving data

DOI10.1007/S10994-021-05957-0MaRDI QIDQ2127229zbMATH OpenOpenAlexFDO

Authors Yanyan Li

Publication date 20 April 2022

Published in Machine Learning (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://doi.org/10.1007/s10994-021-05957-0

zbMATH Keywords

generalized linear modelPoisson regressionregression treeconvolutional neural networkclaims frequency modelingcombined actuarial neural networkdensely connected feed-forward neural networktelematics car driving datatelematics heatmap

Mathematics Subject Classification ID

Learning and adaptive systems in artificial intelligence (68T05)

Cites work

• A Mathematical Theory of Deep Convolutional Neural Networks for Feature Extraction
• A POSTERIORI RATEMAKING WITH PANEL DATA
• A data driven binning strategy for the construction of insurance tariff classes
• Actuarial Modelling of Claim Counts
• Addressing imbalanced insurance data through zero-inflated Poisson regression with boosting
• Boosting insights in insurance tariff plans with tree-based machine learning methods
• Claims frequency modeling using telematics car driving data
• Classification of scale-sensitive telematic observables for riskindividual pricing
• Deep learning
• Joint optimization of transition rules and the premium scale in a bonus-malus system
• PREDICTIVE CLAIM SCORES FOR DYNAMIC MULTI-PRODUCT RISK CLASSIFICATION IN INSURANCE
• The use of annual mileage as a rating variable

Cited in

(6)

• Improving automobile insurance claims frequency prediction with telematics car driving data
• Integration of traditional and telematics data for efficient insurance claims prediction
• What can we learn from telematics car driving data: a survey
• Actuarial intelligence in auto insurance: claim frequency modeling with driving behavior features and improved boosted trees
• Robust claim frequency modeling through phase-type mixture-of-experts regression
• Covariate selection from telematics car driving data

Describes a project that uses

Uses Software

• R

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