일시 : 2024년 03월 29일 (금) 오전 11시
장소 : 온라인(ZOOM)
연사 : 이지율 교수 (Michigan State University)
주제 :
Nonparametric intercept regularization for insurance claim frequency regression models
Abstract :
This talk will start by explaining the research opportunities in actuarial science, and how I use statistical approaches for the problems that interest me including: ratemaking, reserving, and risk retention. Then, I will talk about a recent paper, which was published in the Annals of Actuarial Science. In the paper, subgroup analysis was used to classify insurance policyholders into unique groups, where the claims experiences within each group are made as homogenous as possible. A modified version of the alternating direction method of multipliers (ADMM) was used for the estimation, and I will try to explain how it works intuitively. I will also explain the features of the Local Government Property Insurance Fund (LGPIF) dataset, and how it was used to test the presented approach.
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참가 Zoom 회의
https://korea-ac-kr.zoom.us/j/4688129273?pwd=J9RRIwd37wlI2ibPrTuHtgAgP8ugUx.1&omn=81341207796
회의 ID: 468 812 9273
암호: Kustat123@
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감사합니다.