Convex and Lorenz orders under balance correction in nonlife insurance pricing: review and new developments
From MaRDI portal
Publication:6607488
DOI10.1016/J.INSMATHECO.2024.06.003zbMATH Open1544.91261MaRDI QIDQ6607488FDOQ6607488
Authors: Michel Denuit, Julien Trufin 
Publication date: 18 September 2024
Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)
Recommendations
- Autocalibration and Tweedie-dominance for insurance pricing with machine learning
- Model selection based on Lorenz and concentration curves, Gini indices and convex order
- Isotonic recalibration under a low signal-to-noise ratio
- Local bias adjustment, duration-weighted probabilities, and automatic construction of tariff cells
- scientific article; zbMATH DE number 3844885
Cites Work
- Making and evaluating point forecasts
- The Gini methodology. A primer on a statistical methodology.
- Local Regression and Likelihood
- Elicitation of Personal Probabilities and Expectations
- Positive Dependence of Signals
- Title not available (Why is that?)
- Model selection based on Lorenz and concentration curves, Gini indices and convex order
- Autocalibration and Tweedie-dominance for insurance pricing with machine learning
- Local bias adjustment, duration-weighted probabilities, and automatic construction of tariff cells
- Model selection with Gini indices under auto-calibration
- Model selection with Pearson's correlation, concentration and Lorenz curves under autocalibration
- Generic Conditions for Forecast Dominance
- Comparing Possibly Misspecified Forecasts
Cited In (1)
This page was built for publication: Convex and Lorenz orders under balance correction in nonlife insurance pricing: review and new developments
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6607488)
