Transparent and Fair Statistical Learning in Non-Life Insurance

PhD defence by Tessa Steensgaard

Assessment Committee

Associate professor Martin Rainer Bladt, Department of Mathematical Sciences, University of Copenhagen (Chairperson)
Professer Montserrat Guillen Estany, Universitat de Barcelona
Associate Professor Mathias Millberg Lindholm, Stockholms universitet

Supervisors

Associate Professor Munir Hiabu
Associate Professor Christian Furrer
Professor Mogens Steffensen

Department

Department of Mathematical Sciences

Place

The defence is conducted as a hybrid defence.

To attend the defence in person:
Building: HCØ, Room: Auditorium 4,
Universitetsparken 5, 2100, København Ø

To attend the defence online:
Please follow the link to attend the defence online: https://ucph-ku.zoom.us/j/61872954217?pwd=W0v8ILoi7jLOuiObRA4rWRxVZbo2N6.1
MeetingID, if relevant: 618 7295 4217
Password, if relevant: 680620

Email address to gain access to the thesis: tes@math.ku.dk.
You will either receive a copy of the thesis or be informed where you can read a physical copy.
Recipients of copies of the thesis are not allowed to share or distribute it due to copyright compliance.

Short description of the thesis

This thesis consists of three independent manuscripts and an introductory chapter that places their contributions in the context of non-life insurance. The manuscripts address model interpretability, fairness, and customer portfolio evolution. All contributions are illustrated using relevant simulated and real-world data sets.

Zoom: https://ucph-ku.zoom.us/j/61872954217?pwd=W0v8ILoi7jLOuiObRA4rWRxVZbo2N6.1