Tid: 1 oktober 2012 kl 15.15-16.00.Seminarierummet 3721, Institutionen för matematik, KTH, Lindstedts väg 25, plan 7. Karta!
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.
|Sidansvarig: Filip Lindskog