Kjersti Aas

Available identifiers

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

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