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Question 1

An actuary estimates the test MSE of a claim-cost model by 5-fold cross-validation on 200 policies, with 40 policies in each fold. The mean squared errors on the held-out folds are 12.4, 15.1, 10.8, 13.6 and 14.2.

Calculate the 5-fold cross-validation estimate of the test MSE.

Every topic, by weight

Statistical learning

5–10%

Linear models

40–50%

Time series

10–15%

Decision trees

20–25%

Unsupervised learning

10–15%

In the course

11 lessons
310 questions
2 practice exams

Risk Modeling Genius Pro

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