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Matrix calculation for ultimate and 1-year risk in the Semi-Markov individual loss reserving model
Bettonville, Carole; D' Oultremont, Louise; Denuit, Michel - In: Scandinavian actuarial journal 2021 (2021) 5, pp. 380-407
Persistent link: https://www.econbiz.de/10012588339
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Concordance-based predictive measures in regression models for discrete responses
Denuit, Michel; Mesfioui, Mhamed; Trufin, Julien - In: Scandinavian actuarial journal 2019 (2019) 10, pp. 824-836
Persistent link: https://www.econbiz.de/10012195003
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Tail mutual exclusivity and Tail-VaR lower bounds
Cheung, Ka Chun; Denuit, Michel; Dhaene, Jan - In: Scandinavian actuarial journal (2017) 1, pp. 88-104
Persistent link: https://www.econbiz.de/10011771971
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Response versus gradient boosting trees, GLMs and neural networks under Tweedie loss and log-link
Hainaut, Donatien; Trufin, Julien; Denuit, Michel - In: Scandinavian actuarial journal 2022 (2022) 10, pp. 841-866
Persistent link: https://www.econbiz.de/10013491040
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Boosting cost-complexity pruned trees on Tweedie responses : the ABT machine for insurance ratemaking
Huyghe, Julie; Trufin, Julien; Denuit, Michel - In: Scandinavian actuarial journal 2024 (2024) 5, pp. 417-439
Persistent link: https://www.econbiz.de/10014520566
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A data driven binning strategy for the construction of insurance tariff classes
Henckaerts, Roel; Antonio, Katrien; Clijsters, Maxime; … - In: Scandinavian actuarial journal (2018) 8, pp. 681-705
Persistent link: https://www.econbiz.de/10011939725
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Insurance pricing with hierarchically structured data an illustration with a workers' compensation insurance portfolio
Campo, Bavo D. C.; Antonio, Katrien - In: Scandinavian actuarial journal 2023 (2023) 9, pp. 853-884
Persistent link: https://www.econbiz.de/10014384010