Concordance Probability for Insurance Pricing Models

Concordance Probability for Insurance Pricing Models

The concordance probability, also called the C-index, is a popular measure to capture the discriminatory ability of a predictive model. In this article, the definition of this measure is adapted to the specific needs of the frequency and severity model, typically used during the technical pricing of...

Disgrifiad llawn

Manylion Llyfryddiaeth
Prif Awduron: Jolien Ponnet, Robin Van Oirbeek, Tim Verdonck
Fformat: Erthygl
Iaith:English
Cyhoeddwyd: MDPI AG 2021-10-01
Cyfres:Risks
Pynciau:
C-index
performance measure
efficient algorithm
frequency
severity
clustering
Mynediad Ar-lein:https://www.mdpi.com/2227-9091/9/10/178

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https://www.mdpi.com/2227-9091/9/10/178

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