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Cover: 9783030575557 | Effective Statistical Learning Methods for Actuaries II | Taschenbuch
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Effective Statistical Learning Methods for Actuaries II
Tree-Based Methods and Extensions
Taschenbuch von Michel Denuit (u. a.)
Sprache: Englisch

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Beschreibung
This book summarizes the state of the art in tree-based methods for insurance: regression trees, random forests and boosting methods. It also exhibits the tools which make it possible to assess the predictive performance of tree-based models. Actuaries need these advanced analytical tools to turn the massive data sets now at their disposal into opportunities.

The exposition alternates between methodological aspects and numerical illustrations or case studies. All numerical illustrations are performed with the R statistical software. The technical prerequisites are kept at a reasonable level in order to reach a broad readership. In particular, master's students in actuarial sciences and actuaries wishing to update their skills in machine learning will find the book useful.

This is the second of three volumes entitled Effective Statistical Learning Methods for Actuaries. Written by actuaries for actuaries, this series offers a comprehensive overview of insurancedata analytics with applications to P&C, life and health insurance.
This book summarizes the state of the art in tree-based methods for insurance: regression trees, random forests and boosting methods. It also exhibits the tools which make it possible to assess the predictive performance of tree-based models. Actuaries need these advanced analytical tools to turn the massive data sets now at their disposal into opportunities.

The exposition alternates between methodological aspects and numerical illustrations or case studies. All numerical illustrations are performed with the R statistical software. The technical prerequisites are kept at a reasonable level in order to reach a broad readership. In particular, master's students in actuarial sciences and actuaries wishing to update their skills in machine learning will find the book useful.

This is the second of three volumes entitled Effective Statistical Learning Methods for Actuaries. Written by actuaries for actuaries, this series offers a comprehensive overview of insurancedata analytics with applications to P&C, life and health insurance.
Über den Autor
Michel Denuit holds masters degrees in mathematics and actuarial science as well as a PhD in statistics from ULB (Brussels). Since 1999, he has been professor of actuarial mathematics at UCLouvain (Louvain-la-Neuve, Belgium), where he serves as Director of the masters program in Actuarial Science. He has also held several visiting appointments, including at Lausanne (Switzerland) and Lyon (France). He has published extensively and has conducted many R&D projects with major (re)insurance companies over the past 20 years.
Donatien Hainaut is a civil engineer in applied mathematics and an actuary. He also holds a masters in financial risk management and a PhD in actuarial science from UCLouvain (Louvain-La-Neuve, Belgium). After a few years in the financial industry, he joined Rennes School of Business (France) and was visiting lecturer at ENSAE (Paris, France). Since 2016, he has been professor at UCLouvain, in the Institute of Statistics, Biostatistics and Actuarial Science. He serves as Director of the UCLouvain Masters in Data Science.
Julien Trufin holds master's degrees in physics and actuarial science as well as a Ph.D. in actuarial science from UCLouvain (Louvain-la-Neuve, Belgium). After a few years in the insurance industry, he joined the actuarial school at Laval University (Quebec, Canada). Since 2014, he has been Professor in actuarial science at the department of mathematics, ULB (Brussels, Belgium). He also holds visiting appointments in Lausanne (Switzerland) and in Louvain-la-Neuve (Belgium). He is an Associate Editor for the Journals "Astin Bulletin" and "Methodology and Computing in Applied Probability" and a qualified actuary of the Institute of Actuaries in Belgium (IA|BE).
Zusammenfassung

Provides an exhaustive and self-contained presentation of tree-based methods applied to insurance

Gives a rigorous statistical analysis of tree-based methods

Fills a gap in the literature on artificial intelligence techniques applied to insurance

Written by actuaries for actuaries

Based on more than a decade of lectures and consulting projects on the topic, by the three authors

Offers several case studies in P&C insurance

Inhaltsverzeichnis
Chapter 1: Introductio.- Chapter 2 : Performance Evaluation.- Chapter 3 Regression Trees.- Chapter 4 Bagging Trees and Random Forests.- Chapter 5 Boosting Trees.- Chapter 6 Other Measures for Model Comparison.
Details
Erscheinungsjahr: 2020
Fachbereich: Allgemeines
Genre: Mathematik, Medizin, Naturwissenschaften, Technik
Rubrik: Naturwissenschaften & Technik
Medium: Taschenbuch
Inhalt: x
228 S.
62 s/w Illustr.
6 farbige Illustr.
228 p. 68 illus.
6 illus. in color.
ISBN-13: 9783030575557
ISBN-10: 3030575551
Sprache: Englisch
Einband: Kartoniert / Broschiert
Autor: Denuit, Michel
Trufin, Julien
Hainaut, Donatien
Auflage: 1st edition 2020
Hersteller: Springer Nature Switzerland
Springer International Publishing
Verantwortliche Person für die EU: Springer Verlag GmbH, Tiergartenstr. 17, D-69121 Heidelberg, juergen.hartmann@springer.com
Maße: 235 x 155 x 14 mm
Von/Mit: Michel Denuit (u. a.)
Erscheinungsdatum: 17.11.2020
Gewicht: 0,371 kg
Artikel-ID: 118753571
Über den Autor
Michel Denuit holds masters degrees in mathematics and actuarial science as well as a PhD in statistics from ULB (Brussels). Since 1999, he has been professor of actuarial mathematics at UCLouvain (Louvain-la-Neuve, Belgium), where he serves as Director of the masters program in Actuarial Science. He has also held several visiting appointments, including at Lausanne (Switzerland) and Lyon (France). He has published extensively and has conducted many R&D projects with major (re)insurance companies over the past 20 years.
Donatien Hainaut is a civil engineer in applied mathematics and an actuary. He also holds a masters in financial risk management and a PhD in actuarial science from UCLouvain (Louvain-La-Neuve, Belgium). After a few years in the financial industry, he joined Rennes School of Business (France) and was visiting lecturer at ENSAE (Paris, France). Since 2016, he has been professor at UCLouvain, in the Institute of Statistics, Biostatistics and Actuarial Science. He serves as Director of the UCLouvain Masters in Data Science.
Julien Trufin holds master's degrees in physics and actuarial science as well as a Ph.D. in actuarial science from UCLouvain (Louvain-la-Neuve, Belgium). After a few years in the insurance industry, he joined the actuarial school at Laval University (Quebec, Canada). Since 2014, he has been Professor in actuarial science at the department of mathematics, ULB (Brussels, Belgium). He also holds visiting appointments in Lausanne (Switzerland) and in Louvain-la-Neuve (Belgium). He is an Associate Editor for the Journals "Astin Bulletin" and "Methodology and Computing in Applied Probability" and a qualified actuary of the Institute of Actuaries in Belgium (IA|BE).
Zusammenfassung

Provides an exhaustive and self-contained presentation of tree-based methods applied to insurance

Gives a rigorous statistical analysis of tree-based methods

Fills a gap in the literature on artificial intelligence techniques applied to insurance

Written by actuaries for actuaries

Based on more than a decade of lectures and consulting projects on the topic, by the three authors

Offers several case studies in P&C insurance

Inhaltsverzeichnis
Chapter 1: Introductio.- Chapter 2 : Performance Evaluation.- Chapter 3 Regression Trees.- Chapter 4 Bagging Trees and Random Forests.- Chapter 5 Boosting Trees.- Chapter 6 Other Measures for Model Comparison.
Details
Erscheinungsjahr: 2020
Fachbereich: Allgemeines
Genre: Mathematik, Medizin, Naturwissenschaften, Technik
Rubrik: Naturwissenschaften & Technik
Medium: Taschenbuch
Inhalt: x
228 S.
62 s/w Illustr.
6 farbige Illustr.
228 p. 68 illus.
6 illus. in color.
ISBN-13: 9783030575557
ISBN-10: 3030575551
Sprache: Englisch
Einband: Kartoniert / Broschiert
Autor: Denuit, Michel
Trufin, Julien
Hainaut, Donatien
Auflage: 1st edition 2020
Hersteller: Springer Nature Switzerland
Springer International Publishing
Verantwortliche Person für die EU: Springer Verlag GmbH, Tiergartenstr. 17, D-69121 Heidelberg, juergen.hartmann@springer.com
Maße: 235 x 155 x 14 mm
Von/Mit: Michel Denuit (u. a.)
Erscheinungsdatum: 17.11.2020
Gewicht: 0,371 kg
Artikel-ID: 118753571
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