Insurance ratemaking using a combined quantile regression machine learning approach

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<dc:creator>Zanzouri, Souleima</dc:creator>
<dc:creator>Kacem, Manel</dc:creator>
<dc:creator>Belkacem, Lotfi</dc:creator>
<dc:date>2026-03-16</dc:date>
<dc:description xml:lang="es">Sumario: The article analyzes the process of ratemaking in non-life insurance through the combination of quantile regression and machine learning techniques. A two-stage approach is proposed that first models the probability of a claim and subsequently the aggregated claim amount, using advanced models such as random forest, gradient boosting, XGBoost, and neural networks applied to quantile regression. The empirical study, based on real automobile insurance data, shows that these models allow for a better capture of extreme risks and improve the accuracy of premium estimation. In addition, model performance is evaluated using statistical metrics, and practical implications for actuarial ratemaking are discussed</dc:description>
<dc:identifier>https://documentacion.fundacionmapfre.org/documentacion/publico/es/bib/190497.do</dc:identifier>
<dc:language>spa</dc:language>
<dc:rights xml:lang="es">InC - http://rightsstatements.org/vocab/InC/1.0/</dc:rights>
<dc:subject xml:lang="es">Tarificación</dc:subject>
<dc:subject xml:lang="es">Seguros no vida</dc:subject>
<dc:subject xml:lang="es">Modelos actuariales</dc:subject>
<dc:subject xml:lang="es">Primas de seguros</dc:subject>
<dc:subject xml:lang="es">Machine learning</dc:subject>
<dc:type xml:lang="es">Artículos y capítulos</dc:type>
<dc:title xml:lang="es">Insurance ratemaking using a combined quantile regression machine learning approach</dc:title>
<dc:relation xml:lang="es">En: North American actuarial journal. - Schaumburg : Society of Actuaries, 1997- = ISSN 1092-0277. - 16/03/2026 Tomo 30 Número 1 - 2026 , 51 p.</dc:relation>
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