Guangyuan Gao

Renmin University of China - School of Statistics

No.59 Zhongguancun Street, Renmin University

Beijing, 100872

China

SCHOLARLY PAPERS

7

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Scholarly Papers (7)

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 321 (91,873)

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 265 (112,870)

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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 102 (256,927)

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

4.

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 43 (405,336)

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

5.

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 Australian National University (ANU)
Downloads 31 (453,848)

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Payments per Claim Incurred, Bayesian Modeling, Hamiltonian Monte Carlo

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 30 (458,462)

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.

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