A Comparison of Generalised Linear Modelling with Machine Learning Approaches for Predicting Loss Cost in Motor Insurance

Alinta Ann Wilson; Antonio Nehme; Alisha Dhyani; Khaled Mahbub

doi:10.3390/risks12040062

A Comparison of Generalised Linear Modelling with Machine Learning Approaches for Predicting Loss Cost in Motor Insurance

Alinta Ann Wilson, Antonio Nehme^*, Alisha Dhyani, Khaled Mahbub

^*Corresponding author for this work

Research output: Contribution to journal › Article › peer-review

Original language	English
Article number	62
Number of pages	28
Journal	Risks
Volume	12
Issue number	4
DOIs	https://doi.org/10.3390/risks12040062 https://doi.org/10.3390/risks12040062
Publication status	Published (VoR) - 31 Mar 2024

Keywords

Generalised Linear Model (GLM)
Gradient Boosting Machine (GBM)
Artificial Neural Networks (ANN);
Frequency Modelling
Severity Modelling
Loss Cost Model

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10.3390/risks12040062Licence: CC BY
10.3390/risks12040062

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@article{e815c4d3e91e48de907f3e6b7108a962,

title = "A Comparison of Generalised Linear Modelling with Machine Learning Approaches for Predicting Loss Cost in Motor Insurance",

keywords = "Generalised Linear Model (GLM), Gradient Boosting Machine (GBM), Artificial Neural Networks (ANN);, Frequency Modelling, Severity Modelling, Loss Cost Model",

author = "Wilson, {Alinta Ann} and Antonio Nehme and Alisha Dhyani and Khaled Mahbub",

note = "Publisher Copyright: {\textcopyright} 2024 by the authors.",

year = "2024",

month = mar,

day = "31",

doi = "10.3390/risks12040062",

language = "English",

volume = "12",

journal = "Risks",

issn = "2227-9091",

publisher = "MDPI",

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TY - JOUR

T1 - A Comparison of Generalised Linear Modelling with Machine Learning Approaches for Predicting Loss Cost in Motor Insurance

AU - Wilson, Alinta Ann

AU - Nehme, Antonio

AU - Dhyani, Alisha

AU - Mahbub, Khaled

PY - 2024/3/31

Y1 - 2024/3/31

KW - Generalised Linear Model (GLM)

KW - Gradient Boosting Machine (GBM)

KW - Artificial Neural Networks (ANN);

KW - Frequency Modelling

KW - Severity Modelling

KW - Loss Cost Model

UR - https://www.open-access.bcu.ac.uk/15392/

U2 - 10.3390/risks12040062

DO - 10.3390/risks12040062

M3 - Article

AN - SCOPUS:85191407905

SN - 2227-9091

VL - 12

JO - Risks

JF - Risks

IS - 4

M1 - 62

ER -

A Comparison of Generalised Linear Modelling with Machine Learning Approaches for Predicting Loss Cost in Motor Insurance

Keywords

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