Sessional research event - Redefining the deviance objective for generalised linear models
This event is also available as a mp3 sound file http://www.actuaries.org.uk/research-and-resources/documents/sound-file-sessional-meeting-redefining-deviance-obective-generalis
Tea: 16.30 - 17.00
Programme: 17.00 - 19.00
Drinks reception: 19.00 - 20.00
This sessional research event will present an opportunity to debate a paper by Tony Lovick and Peter Lee which defines the 'case deleted' deviance - a new objective function for evaluating generalised linear models and applies this to a number of practical examples in the pricing of general insurance.
The paper may be downloaded here.