Convex and Lorenz orders under balance correction in nonlife insurance pricing: review and new developments

DOI10.1016/J.INSMATHECO.2024.06.003zbMATH Open1544.91261MaRDI QIDQ6607488

Michel M. Denuit, Julien Trufin

Publication date: 18 September 2024

Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)

zbMATH Keywords

Lorenz orderfinancial equilibriumBregman divergenceconvex orderconcentration curveTweedie deviance

Mathematics Subject Classification ID

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Cites Work

• Title not available (Why is that?)
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• Model selection with Gini indices under auto-calibration
• Model selection with Pearson's correlation, concentration and Lorenz curves under autocalibration
• Generic Conditions for Forecast Dominance
• Comparing Possibly Misspecified Forecasts

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