Autocalibration and Tweedie-dominance for insurance pricing with machine learning
Michel Denuit, Arthur Charpentier, Julien Trufin
| Year of publication: |
2021
|
|---|---|
| Authors: | Denuit, Michel ; Charpentier, Arthur ; Trufin, Julien |
| Published in: |
Insurance / Mathematics & economics. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 101.2021, 2, p. 485-497
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| Subject: | Autocalibration | Convex order | Method of marginal totals | Risk classification | Tweedie distribution family | Risikomodell | Risk model | Theorie | Theory | Künstliche Intelligenz | Artificial intelligence |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.insmatheco.2021.09.001 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012793938