Autocalibration and Tweedie-dominance for insurance pricing with machine learning
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
|
Subject: | Autocalibration | Convex order | Method of marginal totals | Risk classification | Tweedie distribution family | Künstliche Intelligenz | Artificial intelligence | Risikomodell | Risk model | Theorie | Theory | Versicherungsbeitrag | Insurance premium | Versicherung | Insurance |
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