Adaptive GLM with MQLE and GP regression with UCB for dynamic insurance pricing, showing parameter convergence and regret analysis under delayed claims.
B¨ uhlmann, Mathematical Methods in Risk Theory, Grundlehren der mathematischen Wis- senschaften, Springer-Verlag Berlin Heidelberg
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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.