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Testing for auto-calibration with Lorenz and Concentration curves
Denuit, Michel; Huyghe, Julie; Trufin, Julien; … - In: Insurance : mathematics and economics 117 (2024), pp. 130-139
Persistent link: https://www.econbiz.de/10015066959
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Convex and Lorenz orders under balance correction in nonlife insurance pricing : review and new developments
Denuit, Michel; Trufin, Julien - In: Insurance : mathematics and economics 118 (2024), pp. 123-128
Persistent link: https://www.econbiz.de/10015067035
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Model selection based on Lorenz and concentration curves, Gini indices and convex order
Denuit, Michel; Sznajder, Dominik; Trufin, Julien - In: Insurance / Mathematics & economics 89 (2019), pp. 128-139
Persistent link: https://www.econbiz.de/10012133520
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Testing for more positive expectation dependence with application to model comparison
Denuit, Michel; Trufin, Julien; Verdebout, Thomas - In: Insurance / Mathematics & economics 101 (2021) 2, pp. 163-172
Persistent link: https://www.econbiz.de/10012793921