Autocalibration and Tweedie-dominance for Insurance Pricing with Machine Learning

1 code implementation • 5 Mar 2021 • Michel Denuit, Arthur Charpentier, Julien Trufin

Theoretically, it is shown that it implements the autocalibration concept in pure premium calculation and ensures that balance also holds on a local scale, not only at portfolio level as with existing bias-correction techniques.

BIG-bench Machine Learning