Farha Usman

The University of Sydney

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Claim prediction and premium pricing for telematics auto-insurance data using Poisson regression with lasso regularisation

Number of pages: 33 Posted: 05 Jul 2023 Last Revised: 01 Sep 2024
Farha Usman, Jennifer Chan, Udi Makov, Yang Wang and Alice Dong
The University of Sydney, The University of Sydney, University of Haifa, The University of Sydney and The University of Sydney - School of Mathematics and Statistics
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Abstract:

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usage-based insurance pricing, lasso regression, Poisson mixture model, ROC curve, experience rating auto insurance premium