Model selection based on Lorenz and concentration curves, Gini indices and convex order (Q2010900)

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scientific article; zbMATH DE number 7138032
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English
Model selection based on Lorenz and concentration curves, Gini indices and convex order
scientific article; zbMATH DE number 7138032

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    Model selection based on Lorenz and concentration curves, Gini indices and convex order (English)
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    28 November 2019
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    pricing
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    risk classification
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    concentration curve
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    Lorenz curve
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    GLM
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    GBM
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    trees
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    neural networks
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