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

10. November, 09:00 - 11. November, 15:00

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

Details

Beginn:
10. November, 09:00
Ende:
11. November, 15:00
Veranstaltungskategorie:
Webseite:
https://actuarial-academy.com/seminars/seminar?No=E0504

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