Sarabia Alzaga, José Maria; Prieto, Faustino; Jordá, … - In: Risks : open access journal 8 (2020) 2/32, pp. 1-14
This note revisits the ideas of the so-called semiparametric methods that we consider to be very useful when applying machine learning in insurance. To this aim, we first recall the main essence of semiparametrics like the mixing of global and local estimation and the combining of explicit...