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Isotonic recalibration under a low signal-to-noise ratio
Scandinavian Actuarial Journal ( IF 1.8 ) Pub Date : 2023-08-17 , DOI: 10.1080/03461238.2023.2246743
Mario V. Wüthrich 1 , Johanna Ziegel 2
Affiliation  

Insurance pricing systems should fulfill the auto-calibration property to ensure that there is no systematic cross-financing between different price cohorts. Often, regression models are not auto-c...

中文翻译:

低信噪比下的等渗重新校准

保险定价系统应满足自动校准特性,以确保不同价格群体之间不会出现系统性的交叉融资。通常,回归模型不会自动...
更新日期:2023-08-17
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