Machine Learning in Ratemaking, an Application in Commercial Auto Insurance

This paper explores the tuning and results of two-part models on rich datasets provided through the Casualty Actuarial Society (CAS). These datasets include bodily injury (BI), property damage (PD) and collision (COLL) coverage, each documenting policy characteristics and claims across a four-year p...

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Bibliographic Details
Main Authors: Spencer Matthews, Brian Hartman
Format: Article
Language:English
Published: MDPI AG 2022-04-01
Series:Risks
Subjects:
Online Access:https://www.mdpi.com/2227-9091/10/4/80