Adaptive GLM with MQLE and GP regression with UCB for dynamic insurance pricing, showing parameter convergence and regret analysis under delayed claims.
Lai, Stochastic approximation: invited paper, The Annals of Statistics 31 (2) (2003) 391–406
1 Pith paper cite this work. Polarity classification is still indexing.
1
Pith paper citing it
fields
econ.EM 1years
2019 1verdicts
UNVERDICTED 1representative citing papers
citing papers explorer
-
Adaptive Pricing in Insurance: Generalized Linear Models and Gaussian Process Regression Approaches
Adaptive GLM with MQLE and GP regression with UCB for dynamic insurance pricing, showing parameter convergence and regret analysis under delayed claims.