Guangyuan Gao

Renmin University of China - School of Statistics

No.59 Zhongguancun Street, Renmin University

Beijing, 100872

China

SCHOLARLY PAPERS

14

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Rank 34,367

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Top 34,367

in Total Papers Downloads

3,188

TOTAL CITATIONS

17

Scholarly Papers (14)

1.

Claims Frequency Modeling Using Telematics Car Driving Data

Scandinavian Actuarial Journal, Forthcoming
Number of pages: 23 Posted: 23 Jan 2018 Last Revised: 23 Sep 2018
Guangyuan Gao, Shengwang Meng and Mario V. Wuthrich
Renmin University of China - School of Statistics, School of Statistics, Renmin University of China and RiskLab, ETH Zurich
Downloads 844 (62,725)
Citation 6

Abstract:

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Telematics Data, K-Means Algorithm, Principal Components Analysis, Bottleneck Neural Network, Generalized Additive Model, v-a Heatmap, Pattern Recognition, Kullback-Leibler Divergence, Claims Frequency Modeling, Car Insurance Pricing

2.

Feature Extraction from Telematics Car Driving Heatmaps

Number of pages: 16 Posted: 16 Nov 2017
Guangyuan Gao and Mario V. Wuthrich
Renmin University of China - School of Statistics and RiskLab, ETH Zurich
Downloads 698 (80,652)
Citation 10

Abstract:

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Telematics car driving data, driving styles, unsupervised learning, pattern recognition, image recognition, bottleneck neural network, singular value decomposition, principal component analysis, Kullback-Leibler divergence

3.

Dependence Modelling of Frequency-Severity of Insurance Claims Using Waiting Time for Claim

Number of pages: 35 Posted: 27 Apr 2021 Last Revised: 22 Dec 2022
Guangyuan Gao and Jiahong Li
Renmin University of China - School of Statistics and Beijing Didi Chuxing Technology Co., Ltd.
Downloads 321 (203,068)

Abstract:

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Copula, frequency-severity modeling, Poisson waiting time

4.

Convolutional Neural Network Classification of Telematics Car Driving Data

Number of pages: 18 Posted: 01 Nov 2018
Guangyuan Gao and Mario V. Wuthrich
Renmin University of China - School of Statistics and RiskLab, ETH Zurich
Downloads 320 (203,752)
Citation 1

Abstract:

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telematics car driving data, driving styles, pattern recognition, image recognition, convolutional neural networks

5.

Claims Reserving with a Robust Generalized Additive Model

Number of pages: 34 Posted: 23 Feb 2022
Le Chang, Guangyuan Gao and Yanlin Shi
Australian National University (ANU), Renmin University of China - School of Statistics and Macquarie University, Macquarie Business School
Downloads 247 (266,607)

Abstract:

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Stochastic claims reserving methods, Generalized additive model, Robust estimation, Robust bootstrap

6.

Driving Risk Evaluation Based on Telematics Data

Number of pages: 20 Posted: 13 Dec 2018
Guangyuan Gao, Mario V. Wuthrich and Hanfang Yang
Renmin University of China - School of Statistics, RiskLab, ETH Zurich and Renmin University of China - School of Statistics
Downloads 200 (326,525)

Abstract:

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Telematics data; Driving habit; Driving style; v-a heatmap; Acceleration pattern; K-mediods algorithm; Principal components analysis; Generalized additive model; Generalized linear model; Variable selection; Collinearity; Poisson regression; Deviance statistics; Claims frequency modeling; Car

7.

Insurance Loss Modeling with Gradient Tree-Boosted Mixture Models

Number of pages: 27 Posted: 14 Apr 2022 Last Revised: 22 Dec 2022
Yanxi Hou, Jiahong Li and Guangyuan Gao
Fudan University - School of Data Science, Beijing Didi Chuxing Technology Co., Ltd. and Renmin University of China - School of Statistics
Downloads 186 (349,228)

Abstract:

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Insurance loss, Mixture models, EM algorithm, Gradient boosting, Parallel computation, Finite mixture of regressions, Zero-inflated Poisson model.

8.

Compound Poisson Claims Reserving Models: Extensions and Inference

ASTIN Bulletin, forthcoming, 2018
Number of pages: 27 Posted: 24 Oct 2017 Last Revised: 26 Mar 2018
Guangyuan Gao and Shengwang Meng
Renmin University of China - School of Statistics and School of Statistics, Renmin University of China
Downloads 118 (509,208)

Abstract:

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Stochastic claims reserving; Compound Poisson model; Generalized linear model; Quasi-likelihood estimation; Bootstrap; Tweedie's distribution

9.

Fitting Tweedie’s Compound Poisson Model to Pure Premium With the EM Algorithm

Number of pages: 24 Posted: 07 Jul 2022
Guangyuan Gao
Renmin University of China - School of Statistics
Downloads 105 (555,719)

Abstract:

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Tweedie's compound Poisson model, Tweedie distribution, Exponential dispersion family, The EM algorithm, Generalized linear model

10.

Stochastic Payments per Claim Incurred

North American Actuarial Journal, Forthcoming
Number of pages: 25 Posted: 23 Oct 2017 Last Revised: 08 Aug 2018
Guangyuan Gao, Shengwang Meng and Yanlin Shi
Renmin University of China - School of Statistics, School of Statistics, Renmin University of China and Macquarie University
Downloads 91 (611,516)

Abstract:

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Payments per Claim Incurred, Bayesian Modeling, Hamiltonian Monte Carlo

11.

Fitting Tweedie's Compound Poisson Model to Pure Premium with the EM Algorithm

Number of pages: 24 Posted: 29 Jan 2023
Guangyuan Gao
Renmin University of China - School of Statistics
Downloads 58 (785,719)

Abstract:

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Tweedie's compound Poisson model, Tweedie distribution, Exponential dispersion family, The EM algorithm, Generalized linear model

12.

Dispersion Modelling of Outstanding Claims With Double Poisson Regression Models

Posted: 06 Aug 2020
Guangyuan Gao
Renmin University of China - School of Statistics

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General insurance claims reserving; Incurred but not reported (IBNR) claims; Double Poisson distribution; Dispersion modeling; Fisher’s scoring method; Quasi-likelihood; Residual maximum likelihood (REML); Chain-ladder technique; Over-dispersed Poisson model.

13.

Boosting Poisson Regression Models with Telematics Car Driving Data

Mach Learn (2021). https://doi.org/10.1007/s10994-021-05957-0
Posted: 04 Jun 2020 Last Revised: 22 Mar 2021
Guangyuan Gao, He Wang and Mario V. Wuthrich
Renmin University of China - School of Statistics, affiliation not provided to SSRN and RiskLab, ETH Zurich

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Densely connected neural network, Convolutional neural network, Combined actuarial neural network, Claims frequency modeling, Telematics car driving data, Poisson regression, Generalized linear model, Regression tree, Telematics heatmap

14.

Stochastic Claims Reserving Via a Bayesian Spline Model with Random Loss Ratio Effects

ASTIN Bulletin, 48(1): 55-88, 2018
Posted: 25 Oct 2017 Last Revised: 09 Jul 2020
Guangyuan Gao and Shengwang Meng
Renmin University of China - School of Statistics and School of Statistics, Renmin University of China

Abstract:

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Stochastic claims reserving, Tail factor, Natural cubic spline