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Model selection with Gini indices under auto-calibration
v1v2v3 (latest)

Model selection with Gini indices under auto-calibration

28 July 2022
Mario V. Wuthrich
ArXiv (abs)PDFHTML

Papers citing "Model selection with Gini indices under auto-calibration"

4 / 4 papers shown
Title
Explainable Boosting Machine for Predicting Claim Severity and Frequency in Car Insurance
Explainable Boosting Machine for Predicting Claim Severity and Frequency in Car Insurance
Markéta Krùpovà
Nabil Rachdi
Quentin Guibert
107
0
0
27 Mar 2025
Auto-Calibration Tests for Discrete Finite Regression Functions
Auto-Calibration Tests for Discrete Finite Regression Functions
Mario V. Wüthrich
34
0
0
12 Aug 2024
Isotonic Recalibration under a Low Signal-to-Noise Ratio
Isotonic Recalibration under a Low Signal-to-Noise Ratio
M. Wüthrich
Johanna Fasciati-Ziegel
39
13
0
06 Jan 2023
A Discussion of Discrimination and Fairness in Insurance Pricing
A Discussion of Discrimination and Fairness in Insurance Pricing
M. Lindholm
Ronald Richman
A. Tsanakas
M. Wüthrich
FaML
67
8
0
02 Sep 2022
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