Adaptive GLM with MQLE and GP regression with UCB for dynamic insurance pricing, showing parameter convergence and regret analysis under delayed claims.
Den Boer, Dynamic pricing and learning: Historical origins, current research, and new directions, Surveys in operations research and management science 20 (1) (2015) 1–18
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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.