In this project you will explore development of spatial temporal processes which combine time series methods with machine learning techniques such as warped Gaussian processes and Tukey G-and-H processes as well as multiple hierarchical credibility methods to explore spatial-temporal risk models. This can be used to study aspects of weather related (heatwave etc.) morbidity and mortality events and the influence this could have on annuity portfolios. It will also be useful to study aspects of farming and agricultural insurance. The other aspect of this project that can be explored includes modelling of variable rate annuities.
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