Schedule of Loss Modelling
| On Thursday 3 June: | |
| 15:00 - 18:00 | Loss modelling analytics By ANTONIO Katrien |
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From 15:00 to 18:00
Loss modelling analytics
By ANTONIO KatrienTopics include:
- data sets used in the course: MTPL and SecuraRe losses
- data handling and visualization tools with {ggplot} and {dplyr}
- building frequency models: Poisson, Negative Binomial, ZI and Hurdle, maximum likelihood estimation and goodness-of-fit
- building severity models: simple to complex parametric distributions, splicing to construct a global fit, mixing, estimating a risk measure.