Lorenz curve, Gini coefficient, and Tweedie dominance for autocalibrated predictors
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- Denuit, Michel & Sznajder, Dominik & Trufin, Julien, 2019. "Model selection based on Lorenz and concentration curves, Gini indices and convex order," LIDAM Reprints ISBA 2019046, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
- Denuit, Michel & Sznajder, Dominik & Trufin, Julien, 2019. "Model selection based on Lorenz and concentration curves, Gini indices and convex order," Insurance: Mathematics and Economics, Elsevier, vol. 89(C), pages 128-139.
- Denuit, Michel & Sznajder, Dominik & Trufin, Julien, 2019. "Model selection based on Lorenz and concentration curves, Gini indices and convex order," LIDAM Discussion Papers ISBA 2019006, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
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- Denuit, Michel & Trufin, Julien, 2022. "Model selection with Pearson’s correlation, concentration and Lorenz curves under autocalibration," LIDAM Discussion Papers ISBA 2022033, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
- Denuit, Michel & Trufin, Julien, 2022. "Autocalibration by balance correction in nonlife insurance pricing," LIDAM Discussion Papers ISBA 2022041, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
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Keywords
Risk classification ; Tweedie distribution family ; Concentration curve ; ABC ; ICC ; Convex order;All these keywords.
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