Model selection based on Lorenz and concentration curves, Gini indices and convex order
Year of publication: |
2019
|
---|---|
Authors: | Denuit, Michel ; Sznajder, Dominik ; Trufin, Julien |
Published in: |
Insurance / Mathematics & economics. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 89.2019, p. 128-139
|
Subject: | Concentration curve | GBM | GLM | Lorenz curve | Neural networks | Pricing | Risk classification | Trees | Theorie | Theory | Lorenz-Kurve | Neuronale Netze | Einkommensverteilung | Income distribution | Gini-Koeffizient | Gini coefficient |
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