Pages that link to "Item:Q2665871"
From MaRDI portal
The following pages link to Autocalibration and Tweedie-dominance for insurance pricing with machine learning (Q2665871):
Displaying 9 items.
- Testing for more positive expectation dependence with application to model comparison (Q2665851) (← links)
- Deep quantile and deep composite triplet regression (Q2685516) (← links)
- Bayesian CART models for insurance claims frequency (Q6152709) (← links)
- Model selection with Gini indices under auto-calibration (Q6173897) (← links)
- Telematics combined actuarial neural networks for cross-sectional and longitudinal claim count data (Q6556599) (← links)
- Testing for auto-calibration with Lorenz and concentration curves (Q6573818) (← links)
- Convex and Lorenz orders under balance correction in nonlife insurance pricing: review and new developments (Q6607488) (← links)
- On duration effects in non-life insurance pricing (Q6649321) (← links)
- Enhancing actuarial non-life pricing models via transformers (Q6649330) (← links)
