Statistical and Computational Optimisation In Pricing Models (Insurance)

该项目的目的是更深入地了解多变量统计及其在定价模型中的应用，重点是保险。当前的行业标准是广义线性模型和梯度提升机，因此目标是探索这些方法及其在真实的世界数据中的应用。学生将有一个基于理论证明的工作与一些应用和数据驱动的工作的混合体。数学和统计学是EPSRC职权范围内的科学

The aim of the project is to gain a deeper understanding of multivariate statistics and their uses in pricing models with a focus on insurance. The current industry standard is looking at Generalised Linear Models and Gradient Boosting Machines so the goal is to explore these methods and their applications to real world data.The student will have a mixture of theoretical proof based work with some applications and data driven work to compliment. Mathematics and Statistics is the science placing it within EPSRC's remit