372SM - DATA SCIENCE FOR INSURANCE 2021, Sezione: PART 1 (start: 3-03-22)

Syllabus - PART 1 File PDF

The syllabus refers to the first part of the course (24 h).

Introduction to the course (PART 1) File PDF

Risk, Risk Factors and Loss Distributions File PDF

Risk Measures File PDF

R lab 1 - Rmd file (Updated 10-04-22) RMD

R lab 2 File RMD

Rmd file: ARMA-GARCH modeling of financial returns RMD

Copulas (part I) - updated File PDF

Copulas - part II File PDF

Copula estimation and goodness of fit File R

An example with real data from S&P500 components.

Code for slides on copulas File R

Schema della sezione