Tid: 1 oktober 2012 kl 15.15-16.00.

Föredragshållare: Eric Villaume

Titel: Predicting customer level risk patterns in non-life insurance (Examensarbete - Master thesis)

Abstract Several models for predicting future customer profitability early into customer life-cycles in the property and casualty business are constructed and studied. The objective is to model risk at a customer level with input data available early into a private consumer's lifespan. Two retained models, one using Generalized Linear Model another using a multilayer perceptron, a special form of Artificial Neural Network are evaluated using actual data. Numerical results show that differentiation on estimated future risk is most effective for customers with highest claim frequencies.

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