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Concordance Probability for Insurance Pricing Models

The concordance probability, also called the C-index, is a popular measure to capture the discriminatory ability of a predictive model. In this article, the definition of this measure is adapted to the specific needs of the frequency and severity model, typically used during the technical pricing of...

Бүрэн тодорхойлолт

-д хадгалсан:
Номзүйн дэлгэрэнгүй
Үндсэн зохиолчид: Jolien Ponnet, Robin Van Oirbeek, Tim Verdonck
Формат: Artigo
Хэл сонгох:Inglês
Хэвлэсэн: MDPI AG 2021-10-01
Цуврал:Risks
Нөхцлүүд:
Онлайн хандалт:https://www.mdpi.com/2227-9091/9/10/178
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