Kjersti Aas

MaRDI QIDQ482084zbMATH OpenFDO

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
A comparative study of methods for estimating model-agnostic Shapley value explanations Data Mining and Knowledge Discovery	2024-09-20	Paper
MCCE: Monte Carlo sampling of valid and realistic counterfactual explanations for tabular data Data Mining and Knowledge Discovery	2024-09-20	Paper
Spatial modelling of risk premiums for water damage insurance Scandinavian Actuarial Journal	2022-05-05	Paper
Explaining individual predictions when features are dependent: more accurate approximations to Shapley values Artificial Intelligence	2021-11-02	Paper
Explaining predictive models using Shapley values and non-parametric vine copulas Dependence Modeling	2021-10-22	Paper
Interest rate model comparisons for participating products under Solvency II Scandinavian Actuarial Journal	2018-09-11	Paper
Structure learning in Bayesian networks using regular vines Computational Statistics and Data Analysis	2018-08-15	Paper
Modelling and predicting customer churn from an insurance company Scandinavian Actuarial Journal	2018-07-11	Paper
Bounds on total economic capital: the DNB case study Extremes	2014-12-19	Paper
Truncated regular vines in high dimensions with application to financial data The Canadian Journal of Statistics	2012-03-22	Paper
On the simplified pair-copula construction -- simply useful or too simplistic? Journal of Multivariate Analysis	2010-04-06	Paper
Pair-copula constructions of multiple dependence Insurance Mathematics & Economics	2009-05-12	Paper
Pair-copula constructions of multiple dependence Insurance Mathematics & Economics	2009-04-01	Paper
Integrated risk modelling Statistical Modelling	2005-05-06	Paper

Research outcomes over time

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