Gramegna, Alex; Guidici, Paolo - In: Risks : open access journal 8 (2020) 4/137, pp. 1-9
We propose an Explainable AI model that can be employed in order to explain why a customer buys or abandons a non-life insurance coverage. The method consists in applying similarity clustering to the Shapley values that were obtained from a highly accurate XGBoost predictive classification...