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Séminaires DSA

Discretization error for the maximum of a Gaussian field

Jean-Marc Azaïs (Université de Toulouse, France)

4 avril 2017  -  14:00-15:00, salle Extranef 109

A Gaussian field $X$ defined on a square $T$ of $\R^2$ is considered. We assume that this field is only observed at some points of a regular grid with spacing $\frac{1}{n}$. We are interested in the discretization error $M - M_n$, with $M$ the global maximum of $X$ over $T$ and $M_n$ the maximum of $X$ over the observation grid. Using a model inspired by Slepian models, an asymptotic equivalent of the discretization error is given and thus an asymptotic bound for this error.

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 7 juillet 2017 Unraveling the predictive power of telematics data in car insurance pricing Katrien Antonio (K.U. Leuven, Belgium and the University of Amsterdam) 14:00-15:00, salle Extranef 125 Plus d'informationA data set from a Belgian telematics product aimed at young drivers is used to identify how car insurance premiums can be designed based on the telematics data collected by a black box installed in the vehicle. In traditional pricing models for car insurance, the premium depends on self-reported rating variables (e.g. age, postal code) which capture characteristics of the policy(holder) and the insured vehicle and are often only indirectly related to the accident risk. Using telematics technology enables tailor-made car insurance pricing based on the driving behavior of the policyholder. We develop a statistical modeling approach using generalized additive models and compositional predictors to quantify and interpret the effect of telematics variables on the expected claim frequency. We find that such variables increase the predictive power and render the use of gender as a discriminating rating variable redundant. Joint work with Roel Verbelen and Gerda Claeskens (KU Leuven, Belgium)
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