Saturday 16th

Session 6: Actuarial and Financial Data Analytics (Chair, Qihe Tang).

 Time

Subject

08:30 – 09:10

Invited Lecture: Sheldon Lin

Modelling and Analysis of Telematics Data with Two Distinct Approaches

09:10 – 09:30

M. Bladt

Recent nonparametric advances in jump process estimation for insurance

09:30 – 09:50

G. Rabitti

Measuring unexplained variation in data: a non-parametric approach based on global sensitivity indices

09:50 – 10:10

G. Tzougas

Parameter estimation via the EM algorithm for bivariate mixed Poisson INAR(1) claim count regression models incorporating correlated random effects

10:10 – 11:00

Break

L. Ji, X. Peng

Posterior concentration for Bayesian Poisson regression trees Exceedances in a Vt-s-vine Model

11:20 – 11:40

M. Bladt, L. Glargaard, T. Henningsen

Conditional extreme value estimation for dependent time series