Institute of Petroleum Engineering
Edinburgh, EH144AS
United Kingdom
Department of Actuarial Mathematics and Statistics, Heriot-Watt University
Green Bonds, Low Carbon Economy Transition, Seasona Autoregressive Integrated Moving Average Distributed Lag regressions (SARIMAX), Long Short Term Memory (LSTM)
Climate change, Compound claim frequency models, Dependence modelling, Geospatial effects, Natural phenomena coverage
Multivariate INAR(1), Multivariate zero-inflation, EM algorithm, Automobile insurance
Alternating Direction Method of Multipliers (ADMM), Expectation Maximisation (EM), Dynamic Graph Estimation, Multi-period portfolio optimisation, Environmental Social and Governance (ESG), Funded and Unfunded Pension Systems, Generalized skew-t copula
Claim severity modelling, Tail-heaviness, Multi-modal distribution, Mixture models, Risk management
green bonds, Autoregressive Integrated Moving Average (ARIMA), AutoRegressive Integrated Moving Average with Exogenous variables (ARIMAX), Generalized Autoregressive Conditional Heteroskedasticity (GARCH), Hybrid Generative
Sea level rise, climate change, risk
cimate-related insurance claims, ensemble learning, decision trees, boosting
