How Much Telematics Information Do Insurers Need for Claim Classification?

DOI10.1080/10920277.2021.2022499OpenAlexW3167634528MaRDI QIDQ5877351

Mathieu Pigeon, Francis Duval, Jean-Philippe Boucher

Publication date: 10 February 2023

Published in: North American Actuarial Journal (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2105.14055

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Actuarial mathematics (91G05)

Uses Software

• glmnet
• Spearmint

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Bagging predictors
• Classification of scale-sensitive telematic observables for riskindividual pricing
• Covariate selection from telematics car driving data
• Evaluation of driving risk at different speeds
• Feature extraction from telematics car driving heatmaps
• A new family of power transformations to improve normality or symmetry
• THE USE OF ANNUAL MILEAGE AS A RATING VARIABLE
• Risk Classification for Claim Counts
• Regularization and Variable Selection Via the Elastic Net
• Random forests