EAA Web Session ‚Hands-on Adaptive Learning of GLMs for Risk Modelling in R‘

During the web session, we will first explore the theoretical foundations of both the bias-variance trade-off in predictive modelling and general GLM regularisation. We will then study the explicit design of the algorithm. The remainder will be hands-on as we provide extensive code that implements the algorithm in the statistical programming language R. We will discuss and run the code using a realistic case study in actuarial claims frequency modelling. You will learn how to use the programme and apply the algorithm to non-life claims data for pricing. Further focus will be on the visualisation of the results, especially on the insights gained from the learned meta-results of the algorithm, e.g., the implicit way how we selected, prioritised and pre-processed variables.
Anmeldeschluss: 2025-11-06