Clemente, Carina; Guerreiro, Gracinda R.; Bravo, Jorge … - In: Risks : open access journal 11 (2023) 9, pp. 1-20
Modelling claim frequency and claim severity are topics of great interest in property-casualty insurance for supporting … claim severity distributions of an auto insurance big dataset and compare it with that obtained using a standard GLM model … the insurer in feature engineering and the development of a data-driven approach to risk management and insurance. …