Statistical and Computational Optimisation In Pricing Models (Insurance)
Lead Research Organisation:
University of Manchester
Department Name: Mathematics
Abstract
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
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
Organisations
People |
ORCID iD |
| Saralees Nadarajah (Primary Supervisor) | |
| Thomas Hitchen (Student) |
Studentship Projects
| Project Reference | Relationship | Related To | Start | End | Student Name |
|---|---|---|---|---|---|
| EP/W523884/1 | 01/10/2021 | 30/09/2025 | |||
| 2669153 | Studentship | EP/W523884/1 | 01/01/2022 | 30/09/2025 | Thomas Hitchen |