Local bias adjustment, duration-weighted probabilities, and automatic construction of tariff cells
Author:
Affiliation:
1. Department of Mathematics, Stockholm University, Stockholm, Sweden
2. Länsförsäkringar Alliance, Stockholm, Sweden
3. Department of Computer Science, KTH Royal Institute of Technology, Stockholm, Sweden
Funder
Länsfürsäkringar Alliance
Publisher
Informa UK Limited
Subject
Statistics, Probability and Uncertainty,Economics and Econometrics,Statistics and Probability
Link
https://www.tandfonline.com/doi/pdf/10.1080/03461238.2023.2176251
Reference18 articles.
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3. Autocalibration and Tweedie-dominance for insurance pricing with machine learning
4. Dutang C. & Charpentier A. (2020). Package ‘CASdatasets’. https://cas.uqam.ca/pub/web/CASdatasets-manual.pdf.
5. Stochastic Finance
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