Guangyuan Gao

Renmin University of China - School of Statistics

No.59 Zhongguancun Street, Renmin University

Beijing, 100872

China

SCHOLARLY PAPERS

8

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Top 43,096

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1,090

SSRN CITATIONS

3

CROSSREF CITATIONS

1

Scholarly Papers (8)

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 411 (76,316)
Citation 3

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 362 (88,674)
Citation 1

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.

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 161 (198,661)

Abstract:

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

4.

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 53 (404,096)

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

5.

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 50 (414,531)

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

6.

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 38 (461,657)

Abstract:

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Payments per Claim Incurred, Bayesian Modeling, Hamiltonian Monte Carlo

7.

Boosting Poisson regression models with telematics car driving data

Number of pages: 25
Guangyuan Gao, He Wang and Mario V. Wuthrich
Renmin University of China - School of Statistics, affiliation not provided to SSRN and RiskLab, ETH Zurich
Downloads 15

Abstract:

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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

8.

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: 26 Mar 2018
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