Utilisation de techniques de modelisation alternatives aux GLMs dans un context de segmentation du risque assurance

Le stagiaire devra comprendre la problematique a modeliser (la severite des montants reclames pour chaque type de reclamation) et proposer le ou les techniques a explorer pendant le stage. Ensuite, il programmer le ou les techniques choisies et en evaluera la performance versus nos modeles de reference dans le but d’ameliorer les modeles de prevision pour les differents types de reclamations. 

Faculty Supervisor:

Denis Larocque

Student:

Mohamed Cherif Abda

Partner:

Discipline:

Sector:

Finance, insurance and business

University:

HEC Montréal

Program:

Accelerate

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