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About Data Analytics For Non-Life Insurance Pricing
This document provides lecture notes on data analytics for non-life insurance pricing. It begins with an introduction to non-life insurance pricing and the compound Poisson model. It then discusses maximum likelihood estimation in the homogeneous case and the Poisson deviance loss. The document concludes by explaining prediction uncertainty and different methods of cross-validation that can be used, including leave-one-out cross-validation and K-fold cross-validation.
Detailed Information
| Author: | ['Damien Fournier'] |
|---|---|
| Publication Year: | 2022 |
| Pages: | 240 |
| Language: | English |
| Format: | |
| Price: | FREE |
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