Autocalibration and Tweedie-dominance for Insurance Pricing with Machine
Learning

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Autocalibration and Tweedie-dominance for Insurance Pricing with Machine Learning

5 March 2021

Arthur Charpentier

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Papers citing "Autocalibration and Tweedie-dominance for Insurance Pricing with Machine Learning"

12 / 12 papers shown

Title
Tweedie Regression for Video Recommendation System Yan Zheng Qiang Chen Chenglei Niu CML 71 0 0 09 May 2025
Explainable Boosting Machine for Predicting Claim Severity and Frequency in Car Insurance Markéta Krùpovà Nabil Rachdi Quentin Guibert 107 0 0 27 Mar 2025
Neural networks for insurance pricing with frequency and severity data: a benchmark study from data preprocessing to technical tariff Freek Holvoet Katrien Antonio Roel Henckaerts 186 3 0 20 Jan 2025
Auto-Calibration Tests for Discrete Finite Regression Functions Mario V. Wüthrich 34 0 0 12 Aug 2024
Enhancing Actuarial Non-Life Pricing Models via Transformers Alexej Brauer 77 3 0 10 Nov 2023
Telematics Combined Actuarial Neural Networks for Cross-Sectional and Longitudinal Claim Count Data Francis Duval J. Boucher M. Pigeon 37 3 0 03 Aug 2023
Insights From Insurance for Fair Machine Learning Christiane Fröhlich Robert C. Williamson FaML 70 8 0 26 Jun 2023
Bayesian CART models for insurance claims frequency Yaojun Zhang L. Ji Georgios Aivaliotis Charles Taylor 39 4 0 03 Mar 2023
Isotonic Recalibration under a Low Signal-to-Noise Ratio M. Wüthrich Johanna Fasciati-Ziegel 39 13 0 06 Jan 2023
Model selection with Gini indices under auto-calibration Mario V. Wuthrich 65 9 0 28 Jul 2022
A Fair Pricing Model via Adversarial Learning Vincent Grari Arthur Charpentier Marcin Detyniecki 78 14 0 24 Feb 2022
Churn modeling of life insurance policies via statistical and machine learning methods -- Analysis of important features A. Groll Carsten Wasserfuhr Leonid Zeldin 50 8 0 18 Feb 2022