Bayesian Method for Insurance Policy Resampling

Using pymc to build a model to provide posterior samples of policy-level claim and severity estimates

January 31, 2026 · Erik Dains

Experience Rating With Exponential Smoothing

Modeling baseball win rates using exponential smoothing to illustrate insurance experience rating

November 1, 2024 · Erik Dains

Stochastic Volatility Models in Stan

Fitting 2 different Stochastic Volatility Models to S&P 500 returns and finding out which is better

August 7, 2021 · Erik Dains

Bayesian Autoregressive Volatility Forecasting

Using a simple bayesian autoregressive model to forecast future volatility

March 17, 2021 · Erik Dains