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

DOI10.1007/S10255-005-0229-8MaRDI QIDQ2508010zbMATH OpenOpenAlexFDO

Authors Andreas Christmann

Publication date 9 October 2006

Published in Acta Mathematicae Applicatae Sinica. English Series (Search for Journal in Brave)

Full work available at URL http://hdl.handle.net/2003/4872

zbMATH Keywords

data miningstatistical machine learningsupport vector regression

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Nonparametric robustness (62G35) Applications of statistics to actuarial sciences and financial mathematics (62P05)

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Cites work

• A fast dual algorithm for kernel logistic regression
• A Simplex Method for Function Minimization
• Classification by pairwise coupling
• Comparison between various regression depth methods and the support vector machine to approximate the minimum number of misclassifications
• Consistency and robustness of kernel-based regression in convex risk minimization
• Generalized Pareto Fit to the Society of Actuaries’ Large Claims Database
• scientific article; zbMATH DE number 1332320 (Why is no real title available?)
• scientific article; zbMATH DE number 1026574 (Why is no real title available?)
• Learning Theory
• Measuring overlap in binary regression.
• On robustness properties of convex risk minimization methods for pattern recognition
• On the influence of the kernel on the consistency of support vector machines
• Practical selection of SVM parameters and noise estimation for SVM regression
• Robustness against separation and outliers in logistic regression

Cited in

(6)

• Robust learning from bites for data mining
• Combining non-parametric models with logistic regression: an application to motor vehicle injury data.
• An approach to model complex high-dimensional insurance data
• A data driven binning strategy for the construction of insurance tariff classes
• scientific article; zbMATH DE number 7416537 (Why is no real title available?)
• Local bias adjustment, duration-weighted probabilities, and automatic construction of tariff cells

Describes a project that uses

Uses Software

• e1071

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