The paper explores the use of machine learning, particularly deep learning techniques, in insurance pricing by modeling claim frequency and severity data. It compares the performance of various models, including generalized linear models and neural networks, on insurance datasets with diverse input features. The authors use autoencoders to process categorical variables and create surrogate models for neural networks to translate insights into practical tariff tables.
Étiqueté actuarial toolboxautoencodersbenchmark studyCANNcategorical variablesclaim frequencydata preprocessingdeep learningfeed-forward neural networkgeneralized linear modelsgradient-boosted tree modelinput featuresinsurance datasetsinsurance pricinginsurersmachine learningperformance comparisonseverity datasurrogate modelstabular insurance datatariff table