This article proposes an alternative to standard pricing methods based on physics-inspired neural networks (PINNs)…
This paper focuses on partial dependence plots which are often used when modeling with machine learning techniques in order to better understand the effects of the features on the conditional expectation of the response variable.
We demonstrate that bagging trees performs better than one of its constituent trees in the sense of the expected generalization error.
The expansion of the cyber insurance market is constantly under the threat of an accumulation event that would simultaneously affect a large number of policyholders. Very few experiences exist on such catastrophes…
This paper proposes a multistate model with a Semi-Markov dependence structure describing the different stages in the settlement process of individual claims in general insurance.
For some companies, the medical index does not seem to reflect the real evolution of their own medical expenses…
