Convex and Lorenz orders under balance correction in nonlife insurance pricing: review and new developments
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Publication:6607488
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- scientific article; zbMATH DE number 3844885
Cites work
- scientific article; zbMATH DE number 125956 (Why is no real title available?)
- Autocalibration and Tweedie-dominance for insurance pricing with machine learning
- Comparing Possibly Misspecified Forecasts
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- Generic Conditions for Forecast Dominance
- Local Regression and Likelihood
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- Making and evaluating point forecasts
- Model selection based on Lorenz and concentration curves, Gini indices and convex order
- Model selection with Gini indices under auto-calibration
- Model selection with Pearson's correlation, concentration and Lorenz curves under autocalibration
- Positive Dependence of Signals
- The Gini methodology. A primer on a statistical methodology.
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