文献详情
Claims frequency modeling using telematics car driving data
文献类型：期刊
通讯作者：Gao, GY (reprint author), Renmin Univ China, Ctr Appl Stat, Beijing 100872, Peoples R China.; Gao, GY (reprint author), Renmin Univ China, Sch Stat, Beijing 100872, Peoples R China.
期刊名称：SCANDINAVIAN ACTUARIAL JOURNAL影响因子和分区
年：2019
期：2
页码：143-162
ISSN：0346-1238
关键词：Telematics data; K-means algorithm; principal components analysis; bottleneck neural network; autoencoder; generalized additive model; v-a heatmap; pattern recognition; Kullback-Leibler divergence; claims frequency modeling; car insurance pricing
所属部门：统计学院
摘要：We investigate the predictive power of covariates extracted from telematics car driving data using the speed-acceleration heatmaps of Gao, G. & Wuthrich, M. V. [(2017). Feature extraction from telematics car driving heatmaps. SSRN ID: 3070069]. These telematics covariates include K-means classification, principal components, and bottleneck activations from a bottleneck neural network. In the conducted case study it turns out that the first principal component and the bottleneck activations give ...More
We investigate the predictive power of covariates extracted from telematics car driving data using the speed-acceleration heatmaps of Gao, G. & Wuthrich, M. V. [(2017). Feature extraction from telematics car driving heatmaps. SSRN ID: 3070069]. These telematics covariates include K-means classification, principal components, and bottleneck activations from a bottleneck neural network. In the conducted case study it turns out that the first principal component and the bottleneck activations give a better out-of-sample prediction for claims frequencies than other traditional pricing factors such as driver's age. Based on these numerical examples we recommend the use of these telematics covariates for car insurance pricing. ...Hide

DOI：10.1080/03461238.2018.1523068
百度学术：Claims frequency modeling using telematics car driving data
语言：外文
被引频次：6
人气指数：3
浏览次数：3
基金：National Social Science Fund of China [16ZDA052]; MOE National Key Research Bases for Humanities and Social Sciences [16JJD910001]
作者其他论文



Claims frequency modeling using telematics car driving data.Gao, Guangyuan, Meng, Shengwang, Wuthrich, Mario V.,.SCANDINAVIAN ACTUARIAL JOURNAL. 2019, 143-162.
Automobile insurance classification ratemaking based on telematics driving data.Huang, Yifan, Meng, Shengwang,.DECISION SUPPORT SYSTEMS. 2019, 127.
Evaluation of driving risk at different speeds.Gao, Guangyuan, Wathrich, Mario V., Yang, Hanfang,.INSURANCE MATHEMATICS & ECONOMICS. 2019, 88, 108-119.
Automobile insurance classification ratemaking based on telematics driving data.Huang, Yifan, Meng, Shengwang,.DECISION SUPPORT SYSTEMS. 2019, 127.
Evaluation of driving risk at different speeds.Gao, Guangyuan, Wathrich, Mario V., Yang, Hanfang,.INSURANCE MATHEMATICS & ECONOMICS. 2019, 88, 108-119.