Model selection based on Lorenz and concentration curves, Gini indices and convex order
Michel Denuit, Dominik Sznajder, Julien Trufin
| Year of publication: |
2019
|
|---|---|
| Authors: | Denuit, Michel ; Sznajder, Dominik ; Trufin, Julien |
| Published in: |
Insurance / Mathematics & economics. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 89.2019, p. 128-139
|
| Subject: | Concentration curve | GBM | GLM | Lorenz curve | Neural networks | Pricing | Risk classification | Trees | Lorenz-Kurve | Theorie | Theory | Einkommensverteilung | Income distribution | Neuronale Netze | Gini-Koeffizient | Gini coefficient |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.insmatheco.2019.09.001 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012133520