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About Lecture Notes - Data Analytics For Non-Life Insurance Pricing
This document provides lecture notes on applying machine learning and statistical methods to non-life insurance pricing. It begins with an introduction to non-life insurance pricing and the modeling cycle. It then describes the compound Poisson model, including its assumptions, maximum likelihood estimation in the homogeneous case, and the Poisson deviance loss. The document concludes by discussing prediction uncertainty, including generalization loss, cross-validation on test samples, and leave-one-out cross-validation. An ta
Detailed Information
| Author: | ['Rodolfo Monfilier'] |
|---|---|
| Publication Year: | 2023 |
| Pages: | 249 |
| Language: | English |
| Format: | |
| Price: | FREE |
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