Vol. 2013, 2013May 01, 2013 EDT
Applications of Convex Optimisation in Premium Rating
Applications of Convex Optimisation in Premium Rating
Dimitri Semenovich,
Convex OptimizationGeneralized Linear ModelsCredibilityGraduationSpatial SmoothingDynamic RegressionRevenue Management
Semenovich, Dimitri. 2013. “Applications of Convex Optimisation in Premium Rating.” CAS Forum 2013 (May).
