3 papers
stat.ML2025
Gini Score under Ties and Case Weights
Alexej Brauer, Mario V. Wüthrich
The Gini score is a popular tool in statistical modeling and machine learning for model validation and model selection. It is a purely rank based score that allows one to assess ri…
stat.ML2025
Model Monitoring: A General Framework with an Application to Non-life Insurance Pricing
Alexej Brauer, Paul Menzel, Mario V. Wüthrich
Maintaining the predictive performance of pricing models is challenging when insurance portfolios and data-generating mechanisms evolve over time. Focusing on non-life insurance, w…
cs.LG2023
Enhancing Actuarial Non-Life Pricing Models via Transformers
Alexej Brauer
Currently, there is a lot of research in the field of neural networks for non-life insurance pricing. The usual goal is to improve the predictive power via neural networks while bu…