The purpose of this web session is twofold:
First, you will gain an in-depth understanding of the algorithm including its underlying theoretical motivation and its statistical properties.
Second, you will receive a comprehensive executable R programme that implements the algorithm. During the web session we will discuss and apply the code hands-on by means of a case study. You will learn how to run the algorithm for different settings and data. After the web session, you will have an R programme to add to your actuarial toolbox, which you can easily apply to own data and extend or modify according to your needs.
Anmeldeschluss: 2024-11-13