Insurance Risk Pricing with GLM, GAM and XGBoost
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Insurance Risk Pricing with GLM, GAM and XGBoost
This presentation was originally offered as part of the Actuarial Virtual Data Science seminar of February 2019. EMC Director Matthew Evans and Actuarial Analyst Callum Hughes of Axa XL discuss insurance risk modelling techniques. The traditional GLM approach is compared to GAM and XGBoost, with comments made around model strengths and ...
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