Model transparency and interpretability: survey and application to the insurance industry

DOI10.1007/s13385-022-00328-yzbMath1505.91324arXiv2209.00562OpenAlexW4296900803MaRDI QIDQ2677927

Franck Vermet, Antoine Ly, Dimitri Delcaillau, Alize Papp

Publication date: 9 January 2023

Published in: European Actuarial Journal (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2209.00562

zbMATH Keywords

insuranceinterpretabilitymachine learningLIMESHAP

Mathematics Subject Classification ID

Learning and adaptive systems in artificial intelligence (68T05) Applications of game theory (91A80) Actuarial mathematics (91G05)

Uses Software

• XGBoost
• breakDown
• live

Cites Work

• Predictive learning via rule ensembles
• Greedy function approximation: A gradient boosting machine.
• Node harvest
• Explanation in artificial intelligence: insights from the social sciences
• Random forests
• Unnamed Item

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