Statistical and Computational Optimisation In Pricing Models (Insurance)

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