Summarizing insurance scores using a Gini index
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(46)- Model selection based on Lorenz and concentration curves, Gini indices and convex order
- Pricing service maintenance contracts using predictive analytics
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- Empirical risk assessment of maintenance costs under full-service contracts
- Regression for copula-linked compound distributions with applications in modeling aggregate insurance claims
- Predictive compound risk models with dependence
- Bayesian credibility under a bivariate prior on the frequency and the severity of claims
- A multi-year microlevel collective risk model
- Stochastic ordering of Gini indexes for multivariate elliptical risks
- Analytic expressions for multivariate Lorenz surfaces
- A dependent frequency-severity approach to modeling longitudinal insurance claims
- Testing for more positive expectation dependence with application to model comparison
- Leveraging high-resolution weather information to predict hail damage claims: a spatial point process for replicated point patterns
- Frequency-severity experience rating based on latent Markovian risk profiles
- Dependence modeling of frequency-severity of insurance claims using waiting time
- Ordering Gini indexes of multivariate elliptical risks
- Territorial risk classification using spatially dependent frequency-severity models
- Pair copula constructions for insurance experience rating
- Dependent frequency-severity modeling of insurance claims
- Tweedie gradient boosting for extremely unbalanced zero-inflated data
- Joint model prediction and application to individual-level loss reserving
- Knowledge Learning of Insurance Risks Using Dependence Models
- PREDICTIVE CLAIM SCORES FOR DYNAMIC MULTI-PRODUCT RISK CLASSIFICATION IN INSURANCE
- A Markov-modulated tree-based gradient boosting model for auto-insurance risk premium pricing
- Copula Regression for Compound Distributions with Endogenous Covariates with Applications in Insurance Deductible Pricing
- The Advantages of Using Group Means in Estimating the Lorenz Curve and Gini Index From Grouped Data
- Extreme and Inference for Tail Gini Functionals With Applications in Tail Risk Measurement
- Celebrating the Memory of Corrado Gini: a Personality Out of the Ordinary
- Non-Life Insurance Risk Classification Using Categorical Embedding
- Enhanced pricing and management of bundled insurance risks with dependence-aware prediction using pair copula construction
- Parametric expectile regression and its application for premium calculation
- Model selection with Gini indices under auto-calibration
- Model selection with Pearson's correlation, concentration and Lorenz curves under autocalibration
- Leveraging Weather Dynamics in Insurance Claims Triage Using Deep Learning
- Ratemaking in a changing environment
- A new class of composite GBII regression models with varying threshold for modeling heavy-tailed data
- Testing for auto-calibration with Lorenz and concentration curves
- Insurance Premium Prediction via Gradient Tree-Boosted Tweedie Compound Poisson Models
- A Tweedie Compound Poisson Model in Reproducing Kernel Hilbert Space
- A Unified Approach to Sparse Tweedie Modeling of Multisource Insurance Claim Data
- EBICOP: ensemble bivariate copulas for modeling multivariate cyber data breach risks
- Double Probability Integral Transform Residuals for Regression Models with Discrete Outcomes
- Weekly dynamic motor insurance ratemaking with a telematics signals bonus-malus score
- A Flexible Hierarchical Insurance Claims Model with Gradient Boosting and Copulas
- Spatially Clustered Mixture of Experts Model for Dependent Frequency and Severity of Insurance Claims
- High-dimensional claim severity modeling with misrepresentation adjustment via deep learning
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