2 papers
q-fin.RM2025
A Theoretical Framework Bridging Model Validation and Loss Ratio in Insurance
C. Evans Hedges
This paper establishes the first analytical relationship between predictive model performance and loss ratio in insurance pricing. We derive a closed-form formula connecting the Pe…
cs.LG2025
OrthoGrad Improves Neural Calibration
C. Evans Hedges
We study Grad, a geometry-aware modification to gradient-based optimization that constrains descent directions to address overconfidence, a key limitation of standard optimi…