Master Thesis of Marc Moneta: Pricing Strategies in Latvian MTPL Insurance

Marc Moneta from the University of Lausanne wrote his master's thesis in actuarial sciences under the supervision of Professor Peter Hieber and of Bor Harej of PRS.

This master’s thesis investigates the application of Generalized Linear Model (GLM), Gradient Boosting Machine (GBM), and Feed-Forward Neural Network (FFNN) in the pricing of Motor Third-Party Liability (MTPL) insurance using 11.5 million policies from Latvian motor insurance data covering 11 years.

It was a great pleasure to have him with us and we recommend without reservation to any forward-thinking (re)insurers interested in strengthening their actuarial team with a smart, independent and dedicated talent to have a chat with him.

MasterThesis Marc Moneta.pdf

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