2 papers
stat.ML2020
Synthesizing Property & Casualty Ratemaking Datasets using Generative Adversarial Networks
Marie-Pier Cote, Brian Hartman, Olivier Mercier +3
Due to confidentiality issues, it can be difficult to access or share interesting datasets for methodological development in actuarial science, or other fields where personal data…
stat.AP2019
Boosting insights in insurance tariff plans with tree-based machine learning methods
Roel Henckaerts, Marie-Pier Côté, Katrien Antonio +1
Pricing actuaries typically operate within the framework of generalized linear models (GLMs). With the upswing of data analytics, our study puts focus on machine learning methods t…