Bayesian Method for Insurance Policy Resampling
Using pymc to build a model to provide posterior samples of policy-level claim and severity estimates
Using pymc to build a model to provide posterior samples of policy-level claim and severity estimates
Modeling baseball win rates using exponential smoothing to illustrate insurance experience rating
Fitting 2 different Stochastic Volatility Models to S&P 500 returns and finding out which is better
Using a simple bayesian autoregressive model to forecast future volatility