{"id":4189,"date":"2021-04-10T15:58:45","date_gmt":"2021-04-10T15:58:45","guid":{"rendered":"https:\/\/detralytics.com\/?p=4189"},"modified":"2026-06-22T14:47:30","modified_gmt":"2026-06-22T14:47:30","slug":"icc-deviance-auc-what-are-the-differences","status":"publish","type":"post","link":"https:\/\/detralytics.com\/fr\/publications\/icc-deviance-auc-what-are-the-differences\/","title":{"rendered":"ICC, deviance, AUC : What are the differences ?"},"content":{"rendered":"
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ICC, deviance, AUC : What are the differences ?<\/h1>\t\t\t\t<\/div>\n\t\t\t\t<\/div>\n\t\t\t\t
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DetraNote 2021-1<\/h3>\t\t\t\t<\/div>\n\t\t\t\t<\/div>\n\t\t\t\t\t<\/div>\n\t\t\t\t<\/div>\n\t\t
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Introduction<\/h2>\t\t\t\t<\/div>\n\t\t\t\t<\/div>\n\t\t\t\t
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Assessing performances of different models is essential in modelling processes. Many measures exist to determine these performances and draw conclusions. This FAQctuary compares the behaviour of three measures on different datasets. The measures under consideration are the integrated concentration curve, the deviance and the area under the curve (AUC).<\/span><\/p>\t\t\t\t\t\t\t\t<\/div>\n\t\t\t\t<\/div>\n\t\t

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Secteur : <\/b>Assurance<\/p>

<\/b>Expertise:\u00a0<\/b><\/p>

Auteurs :<\/b> Louise d\u2019Oultremont,<\/p>

Michel Denuit and Julien Trufin<\/p>

\u00c9diteur :<\/b> Detralytics<\/p>

Date:<\/b> April 2021<\/p>

Langue :<\/b> Anglais<\/p>

Pages:<\/b> 10<\/p>

R\u00e9f\u00e9rence :<\/b> FAQctuary 2021-1<\/p>\t\t\t\t\t\t\t\t<\/div>\n\t\t\t\t<\/div>\n\t\t\t\t<\/div>\n\t\t\t\t<\/div>\n\t\t\t\t\t<\/div>\n\t\t\t\t<\/div>\n\t\t

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\u00c0 propos des auteurs<\/h2>\t\t\t\t<\/div>\n\t\t\t\t<\/div>\n\t\t\t\t\t<\/div>\n\t\t\t\t<\/div>\n\t\t
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Louise D'Oultremont<\/h2>\t\t\t\t<\/div>\n\t\t\t\t<\/div>\n\t\t\t\t
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Louise is People Lead and part of the Talent Consolidation Program (TCP). Prior to joining Detralytics, Louise did an internship at Axa Belgium, where she was in the risk pricing team. After a few years at Detralytics, Louise developed a solid knowledge in actuarial sciences. In particular, she worked on pricing and reserving in the fields of non-life and health insurance.<\/p>\t\t\t\t\t\t\t\t<\/div>\n\t\t\t\t<\/div>\n\t\t\t\t<\/div>\n\t\t\t\t\t<\/div>\n\t\t\t\t<\/div>\n\t\t

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\n\t\t\t\t\t\t\t\t\t\t\t\t\t\t\t\"Michel\t\t\t\t\t\t\t\t\t\t\t\t\t\t\t<\/div>\n\t\t\t\t<\/div>\n\t\t\t\t<\/div>\n\t\t
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Michel Denuit<\/h2>\t\t\t\t<\/div>\n\t\t\t\t<\/div>\n\t\t\t\t
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Michel est conseiller scientifique chez Detralytics, ainsi que professeur en sciences actuarielles \u00e0 l\u2019Universit\u00e9 catholique de Louvain. Il dispose d\u2019une exp\u00e9rience internationale en tant que professeur invit\u00e9 et a men\u00e9 de nombreux projets en collaboration avec l\u2019industrie. Chez Detralytics, Michel accompagne les jeunes talents, dispense des formations de pointe, stimule l\u2019innovation et supervise les projets de R&D.<\/p>\t\t\t\t\t\t\t\t<\/div>\n\t\t\t\t<\/div>\n\t\t\t\t<\/div>\n\t\t\t\t\t<\/div>\n\t\t\t\t<\/div>\n\t\t

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\n\t\t\t\t\t\t\t\t\t\t\t\t\t\t\t\"Julien\"\t\t\t\t\t\t\t\t\t\t\t\t\t\t\t<\/div>\n\t\t\t\t<\/div>\n\t\t\t\t<\/div>\n\t\t
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Julien Trufin<\/h2>\t\t\t\t<\/div>\n\t\t\t\t<\/div>\n\t\t\t\t
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Julien est Scientific Advisor chez Detralytics et Professeur en sciences actuarielles au sein du d\u00e9partement de math\u00e9matiques de l\u2019Universit\u00e9 Libre de Bruxelles. Il poss\u00e8de une exp\u00e9rience en tant que consultant et un solide parcours acad\u00e9mique d\u00e9velopp\u00e9 au sein d\u2019institutions de renom, dont l\u2019Universit\u00e9 Laval (Canada), l\u2019UCL et l\u2019ULB (Belgique). Chez Detralytics, Julien encadre les jeunes talents, dispense des formations de pointe, stimule l\u2019innovation et supervise les projets de R&D.<\/p>\t\t\t\t\t\t\t\t<\/div>\n\t\t\t\t<\/div>\n\t\t\t\t<\/div>\n\t\t\t\t\t<\/div>\n\t\t\t\t<\/div>\n\t\t

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\n\t\t\t\t\t\n\t\t\t\t\t\t\n\t\t\t\t\t\t\n\t\t\t\t<\/path><\/svg>\t\t\t<\/span>\n\t\t\t\t\t\t\t\t\tAll Publications<\/span>\n\t\t\t\t\t<\/span>\n\t\t\t\t\t<\/a>\n\t\t\t\t<\/div>\n\t\t\t\t\t\t\t\t<\/div>\n\t\t\t\t<\/div>\n\t\t\t\t\t<\/div>\n\t\t\t\t<\/div>\n\t\t\t\t<\/div>","protected":false},"excerpt":{"rendered":"

This FAQctuary compares the behaviour of three measures on different datasets.<\/p>","protected":false},"author":1,"featured_media":2223,"comment_status":"closed","ping_status":"open","sticky":false,"template":"","format":"standard","meta":{"footnotes":""},"categories":[137,133],"tags":[132],"class_list":["post-4189","post","type-post","status-publish","format-standard","has-post-thumbnail","hentry","category-137","category-publications","tag-faqctuary"],"yoast_head":"\nFAQctuary : ICC, deviance, AUC : What are the differences ?<\/title>\n<meta name=\"description\" content=\"This FAQctuary compares the behaviour of three measures on different datasets.\" \/>\n<meta name=\"robots\" content=\"index, follow, max-snippet:-1, max-image-preview:large, max-video-preview:-1\" \/>\n<link rel=\"canonical\" href=\"https:\/\/detralytics.com\/fr\/publications\/icc-deviance-auc-what-are-the-differences\/\" \/>\n<meta property=\"og:locale\" content=\"fr_FR\" \/>\n<meta property=\"og:type\" 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