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
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…