7 citations · 8 across the 3 of their papers we have counts for
3 papers
Neural networks for insurance pricing with frequency and severity data: a benchmark study from data preprocessing to technical tariff
Freek Holvoet, Katrien Antonio, Roel Henckaerts
Insurers usually turn to generalized linear models for modeling claim frequency and severity data. Due to their success in other fields, machine learning techniques are gaining pop…
When stakes are high: balancing accuracy and transparency with Model-Agnostic Interpretable Data-driven suRRogates
Roel Henckaerts, Katrien Antonio, Marie-Pier Côté
Highly regulated industries, like banking and insurance, ask for transparent decision-making algorithms. At the same time, competitive markets are pushing for the use of complex bl…
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…