About me

Location	Boston, MA
Introduction	This is a blog about risk, insurance and data science. The title of the blog refers to the phenomenon actuaries call "parameter risk", i.e. the risk that our model may be ill-suited to the task at hand, or that the data that parametrized it from yesterday may not apply to tomorrow. Alternatively, this goes by "Changing Conditions" or, if you're the Secretary of Defense: "Unknown Unknowns" The views expressed here do not reflect those of my employer.

Location

Boston, MA

Introduction

This is a blog about risk, insurance and data science. The title of the blog refers to the phenomenon actuaries call "parameter risk", i.e. the risk that our model may be ill-suited to the task at hand, or that the data that parametrized it from yesterday may not apply to tomorrow. Alternatively, this goes by "Changing Conditions" or, if you're the Secretary of Defense: "Unknown Unknowns" The views expressed here do not reflect those of my employer.