4 citations · 4 across the 3 of their papers we have counts for
3 papers
math.ST2026
Assessing model calibration with boosting trees
Selim Gatti
The main goal in regression modelling consists in approximating the conditional mean of a response given a set of features. A regression function is said to be calibrated if the re…
math.ST2025
Calibration Bands for Mean Estimates within the Exponential Dispersion Family
Łukasz Delong, Selim Gatti, Mario V. Wüthrich
A statistical model is said to be calibrated if the resulting mean estimates perfectly match the true means of the underlying responses. Aiming for calibration is often not achieva…
stat.ME2023★ 4 cited
Modeling lower-truncated and right-censored insurance claims with an extension of the MBBEFD class
Selim Gatti, Mario V. Wüthrich
In general insurance, claims are often lower-truncated and right-censored because insurance contracts may involve deductibles and maximal covers. Most classical statistical models…