Model selection based on Lorenz and concentration curves, Gini indices and convex order
type: Item
instance of: scholarly article
title: Model selection based on Lorenz and concentration curves, Gini indices and convex order
zbMATH Open document ID: 1427.91226
author: Dominik Sznajder
author: Julien Trufin
author: Michel Denuit
published in: Insurance Mathematics \& Economics
publication date: 2019-11-28T00:00:00Z
full work available at URL: GoodnessOfLift IME Diffusion.pdf
Mathematics Subject Classification ID: 91G05
Mathematics Subject Classification ID: 62P05
zbMATH DE Number: 7138032
zbMATH Keywords: pricing
zbMATH Keywords: risk classification
zbMATH Keywords: concentration curve
zbMATH Keywords: Lorenz curve
zbMATH Keywords: GLM
zbMATH Keywords: GBM
zbMATH Keywords: trees
zbMATH Keywords: neural networks
MaRDI profile type: Publication
OpenAlex ID: W2979431404
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Wikidata QID: Q127106879
DOI: 10.1016/J.INSMATHECO.2019.09.001
description: scientific article; zbMATH DE number 7138032