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stat.ML2023
Bayesian CART models for insurance claims frequency
Yaojun Zhang, Lanpeng Ji, Georgios Aivaliotis +1
Accuracy and interpretability of a (non-life) insurance pricing model are essential qualities to ensure fair and transparent premiums for policy-holders, that reflect their risk. I…
stat.ML2021★ 3 cited
Automatic model training under restrictive time constraints
Lukas Cironis, Jan Palczewski, Georgios Aivaliotis
We develop a hyperparameter optimisation algorithm, Automated Budget Constrained Training (AutoBCT), which balances the quality of a model with the computational cost required to t…