12 citations · 13 across the 2 of their papers we have counts for
2 papers
stat.ME2021★ 12 cited
Deep Quantile and Deep Composite Model Regression
Tobias Fissler, Michael Merz, Mario V. Wüthrich
A main difficulty in actuarial claim size modeling is that there is no simple off-the-shelf distribution that simultaneously provides a good distributional model for the main body…
stat.ML2021★ 1 cited
Interpreting Deep Learning Models with Marginal Attribution by Conditioning on Quantiles
M. Merz, R. Richman, T. Tsanakas +1
A vastly growing literature on explaining deep learning models has emerged. This paper contributes to that literature by introducing a global gradient-based model-agnostic method,…