2 papers
stat.ML2020
When stakes are high: balancing accuracy and transparency with Model-Agnostic Interpretable Data-driven suRRogates
Roel Henckaerts, Katrien Antonio, Marie-Pier Côté
Highly regulated industries, like banking and insurance, ask for transparent decision-making algorithms. At the same time, competitive markets are pushing for the use of complex bl…
stat.AP2019
Boosting insights in insurance tariff plans with tree-based machine learning methods
Roel Henckaerts, Marie-Pier Côté, Katrien Antonio +1
Pricing actuaries typically operate within the framework of generalized linear models (GLMs). With the upswing of data analytics, our study puts focus on machine learning methods t…