Search Results: "Modeling"
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Approximate Bayesian Computation to Handle Aggregated Insurance Data
Added 0 182 ViewsApproximate Bayesian Computation (ABC) is a statistical learning technique to select and calibrate models in an automated fashion using the data at hand. It consists in simulating synthetic data from the potential models and assessing the distance between
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Resource Exploitation in a Stochastic Horizon Under Two Parametrics Interpretations
Added 1 154 ViewsIn this talk, we present a two-player extraction game where the random terminal times follow (different) heavy-tailed distributions which are not necessari!y compactly supported. Besides, we de!ve on the implications of working with logarithmic utility/te
