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08/30/2023
A Classification of Observation-Driven State-Space Count Models for Panel Data
State-space models are widely used in many applications. In the domain o...
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07/20/2023
Conditional expectation network for SHAP
A very popular model-agnostic technique for explaining predictive models...
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01/06/2023
Isotonic Recalibration under a Low Signal-to-Noise Ratio
Insurance pricing systems should fulfill the auto-calibration property t...
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09/02/2022
A Discussion of Discrimination and Fairness in Insurance Pricing
Indirect discrimination is an issue of major concern in algorithmic mode...
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07/28/2022
Model selection with Gini indices under auto-calibration
The Gini index does not give a strictly consistent scoring rule in gener...
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07/06/2022
A multi-task network approach for calculating discrimination-free insurance prices
In applications of predictive modeling, such as insurance pricing, indir...
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12/06/2021
Deep Quantile and Deep Composite Model Regression
A main difficulty in actuarial claim size modeling is that there is no s...
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07/23/2021