Comet Calendar Event Details

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Mathematical Sciences Distinguished Colloquium by Liang Hong
Monday, Jan. 13
1:30 p.m. - 2:30 p.m. Location: JSOM 1.516

Liang Hong

Department of Mathematics, Robert Morris University

Valid Model-Free Prediction of Future Insurance Claims

Bias resulting from model misspecification is a concern when predicting insurance claims. Indeed, this bias puts the insurer at risk of making invalid or unreliable predictions. A method that could provide provably valid predictions uniformly across a large class of possible distributions would effectively eliminate the risk of model misspecification bias. Conformal prediction is one such method that can meet this need, and here we tailor that approach to the typical insurance application and show that the predictions are not only valid but also efficient across a wide range of settings.

Coffee to be served 30 minutes prior to the talk in the alcove outside of FO 2.406.

 

Persons with disabilities may submit a request for accommodations to participate in this event at UT Dallas' ADA website. You may also call (972) 883-5331 for assistance or send an email to [email protected]. All requests should be received no later than 2 business days prior to the event.
Contact Info:
Viswanath Ramakrishna, 972-883-6873
Questions? Email me.

Tagged as Lectures/Seminars, Professional Dev.
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