Course: 372SM - DATA SCIENCE FOR INSURANCE 2021

Section outline

Select section General

General

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- Select activity Annunci
  
  Annunci Forum
- Select activity The introductory lecture of the "Data science for ...
  
  The introductory lecture of the "Data science for Insurance" course will be on Thursday, March 3, in Aula Disegno (Ed. C5), 4pm.
  The code of the Team in MT is yf8n75u.
Select section PART 1 (start: 3-03-22)

PART 1 (start: 3-03-22)
- Select activity Syllabus - PART 1
  
  Syllabus - PART 1 File PDF
  
  The syllabus refers to the first part of the course (24 h).
- Select activity Introduction to the course (PART 1)
  
  Introduction to the course (PART 1) File PDF
- Select activity Risk, Risk Factors and Loss Distributions
  
  Risk, Risk Factors and Loss Distributions File PDF
- Select activity Risk Measures
  
  Risk Measures File PDF
- Select activity R lab 1 - Rmd file (Updated 10-04-22)
  
  R lab 1 - Rmd file (Updated 10-04-22) RMD
- Select activity R lab 2
  
  R lab 2 File RMD
- Select activity Rmd file: ARMA-GARCH modeling of financial returns
  
  Rmd file: ARMA-GARCH modeling of financial returns RMD
- Select activity Copulas (part I) - updated
  
  Copulas (part I) - updated File PDF
- Select activity Copulas - part II
  
  Copulas - part II File PDF
- Select activity Copula estimation and goodness of fit
  
  Copula estimation and goodness of fit File R
  
  An example with real data from S&P500 components.
- Select activity Code for slides on copulas
  
  Code for slides on copulas File R
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Topic 5
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Topic 6
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Topic 7
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Topic 8
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Topic 9
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Topic 10