Modelling of insurers' rating determinants. An application of machine learning techniques and statistical models

DOI10.1016/J.EJOR.2006.09.103zbMath1138.91497OpenAlexW1982542799MaRDI QIDQ2643981

Raquel Florez-Lopez

Publication date: 27 August 2007

Published in: European Journal of Operational Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.ejor.2006.09.103

zbMATH Keywords

insurancestatistical modelsSolvency IIBasel IImachine learning techniquescredit risk managementratings determinants

Mathematics Subject Classification ID

Related Items (2)

De-noising option prices with the wavelet method ⋮ The development of a simple and intuitive rating system under Solvency II

Uses Software

• C4.5
• bootstrap

Cites Work

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• How Biased is the Apparent Error Rate of a Prediction Rule?
• Statistical Properties of Error Estimators in Performance Assessment of Recognition Systems

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