Trufin, Julien
- Autocalibration and Tweedie-dominance for Insurance Pricing with Machine\n Learning
2021/03/05 by Michel Denuit, Denuit, Michel, Arthur Charpentier +3 · 1 citation
Decision Sciences · Economics, Econometrics and Finance · Social Sciences · #Econometrics (econ.EM) #FOS: Computer and information sciences #FOS: Economics and business #Insurance, Mortality, Demography, Risk Management #Machine Learning (cs.LG) #Machine Learning (stat.ML) #Probability and Risk Models #Stochastic processes and financial applications
- Spearman's rho for zero-inflated count data: formulation and attainable bounds
2025/03/17 by Arends, Jasper, Lyu, Guanjie, Mesfioui, Mhamed +2 · 1 citation
#62H20 #FOS: Computer and information sciences #FOS: Mathematics #Methodology (stat.ME) #Statistics Theory (math.ST)