Lecture targeting high school (college) students interested in purseing a degree in finance or actuarial science
Development of methods to nowcast the number of IBNR claims and to estimate the RBNS reserve from fine-grained claims development data
Insurance pricing with GLMs, GAMs and tree-based machine learning methods, construction of a GLM as a global surrogate for a more complex predictive model, the distRforest and maidrr packages
Development of the SMuRF algorithm for the construction of sparse GLMs with muli-type features
Development of tools to analyze telematics collected data for insurance pricing