Model selection based on Lorenz and concentration curves, Gini indices and convex order (Q2010900): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Removed claim: author (P16): Item:Q471324 |
||
| Property / author | |||
| Property / author: Michel M. Denuit / rank | |||
Revision as of 12:24, 15 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Model selection based on Lorenz and concentration curves, Gini indices and convex order |
scientific article |
Statements
Model selection based on Lorenz and concentration curves, Gini indices and convex order (English)
0 references
28 November 2019
0 references
pricing
0 references
risk classification
0 references
concentration curve
0 references
Lorenz curve
0 references
GLM
0 references
GBM
0 references
trees
0 references
neural networks
0 references
