A criterion for the comparison of binary classifiers based on a stochastic dominance with an application to the sale of home insurances

DOI10.1080/03461238.2019.1574237zbMath1422.91362OpenAlexW2916485819MaRDI QIDQ5228139

Miguel López-Díaz, Sergio Martínez-Fernández, María Concepción López-Díaz

Publication date: 9 August 2019

Published in: Scandinavian Actuarial Journal (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/10651/51678

zbMATH Keywords

copulatargetinsurancebinary classifieralternative accumulated improvement curvecontinuity modelling vector

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Applications of statistics to actuarial sciences and financial mathematics (62P05)

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On the optimal binary classifier with an application

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