The authors describe how statistical methods can be tested on computer generated data. We will explore bias and percentile tests in detail, illustrating these with examples based on insurance claims and financial time series.
The authors describe how statistical methods can be tested on computer generated data.
They will explore bias and percentile tests in detail, illustrating these with examples based on insurance claims and financial time series.
Please download the paper on Ersatz Model Tests.
Speakers:
Andrew D Smith, Deloitte
Stuart Jarvis, Black Rock
James Sharpe
Chair: Paul Fulcher, Chair, Life Research Committee
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17.00 - 17.30 | Registration |
17.30 - 19.00 | Programme |
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