SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
Autocalibration and Tweedie-dominance for insurance pricing with machine learning
7 references·1 citing·38 second hop
Autocalibration and Tweedie-dominance for insurance pricing with machine learning (2021)Autocalibration and Tweedie-dominance for…Bias regularization in neural network models for general insurance pricing (2019)Bias regularization in neural…A discussion on: Of Quantiles and Expectiles: Consistent Scoring Functions, Choquet Representations, and Forecast Ranking, by W. Ehm, T. Gneiting, A. Jordan, and A. Krueger (2016)A discussion on: Of Quantiles…Making and Evaluating Point Forecasts (2011)Making and Evaluating Point F…Actuarial Theory for Dependent Risks: Measures, Orders and Models (2005)Actuarial Theory for Dependen…Expectation dependence of random variables, with an application in portfolio theory (1987)Expectation dependence of ran…Elicitation of Personal Probabilities and Expectations (1971)Elicitation of Personal Proba…Two Studies in Automobile Insurance Ratemaking (1960)Two Studies in Automobile Ins…Non-Life Insurance: Mathematics & Statistics (2013)Non-Life Insurance: Mathemati…Essays in the Theory of Risk-Bearing. (1972)The Pricing of Options and Corporate Liabilities (1973)An Introduction to Copulas (1999)After VaR: The Theory, Estimation, and Insurance Applications of Quantile‐Based Risk Measures (2006)Copulas: A Personal View (2009)The Advent of Copulas in Finance (2009)Good News and Bad News: Representation Theorems and Applications (1981)Stochastic orders and their applications in financial optimization (1999)Mossin's Theorem Given Random Initial Wealth (2010)Review of Economic Studies (2010)Production and hedging under state‐dependent preferences (2011)Le Comportement de l'Homme Rationnel devant le Risque: Critique des Postulats et Axiomes de l'Ecole Americaine (1953)Risk Aversion in the Small and in the Large (1964)Risk Aversion in the Small and in the Large (1976)The Theory of Incentives: The Principal-Agent Model (2001)Measuring Expectations (2004)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Generalized autoregressive conditional heteroskedasticity (1986)Coherent Measures of Risk (1999)A better measure of relative prediction accuracy for model selection and model estimation (2014)Probabilistic Forecasting (2014)Forecasting: theory and practice (2022)Dynamic Asset Pricing Theory. (1993)Quantitative Risk Management: Concepts, Techniques, and Tools (2006)Comparing Predictive Accuracy (1994)Comparing Predictive Accuracy (1995)Strictly Proper Scoring Rules, Prediction, and Estimation (2007)Estimation of Tail Risk Based on Extreme Expectiles (2017)Forecaster’s Dilemma: Extreme Events and Forecast Evaluation (2017)Forecast combinations for value at risk and expected shortfall (2019)On the probability function in the collective theory of risk (1932)An Economic Premium Principle (1980)Non-Life Insurance Pricing with Generalized Linear Models (2010)Machine Learning in P&C Insurance: A Review for Pricing and Reserving (2020)Recent Challenges in Actuarial Science (2021)On automobile insurance ratemaking (1968)Evaluation and aggregation of pay-as-you-drive insurance rate factors: A classification analysis approach (2013)THE USE OF ANNUAL MILEAGE AS A RATING VARIABLE (2015)
this work references cited by second hop

References

  • 1971Elicitation of Personal Probabilities and Expectations1,228 cited
  • 2011Making and Evaluating Point Forecasts1,159 cited
  • 2005Actuarial Theory for Dependent Risks: Measures, Orders and Models498 cited
  • 2016A discussion on: Of Quantiles and Expectiles: Consistent Scoring Functions, Choquet Representations, and Forecast Ranking, by W. Ehm, T. Gneiting, A. Jordan, and A. Krueger171 cited
  • 1960Two Studies in Automobile Insurance Ratemaking93 cited
  • 1987Expectation dependence of random variables, with an application in portfolio theory83 cited
  • 2019Bias regularization in neural network models for general insurance pricing64 cited

Cited by

  • 2013Non-Life Insurance: Mathematics & Statistics36 cited

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work