Výsledky vyhledávání - "Trufin, Julien"

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Autocalibration and Tweedie-dominance for Insurance Pricing with Machine Learning

Autor: Denuit, Michel, Charpentier, Arthur, Trufin, Julien

Boosting techniques and neural networks are particularly effective machine learning methods for insurance pricing. Often in practice, there are nevertheless endless debates about the choice of the right loss function to be used to train the machine l

Externí odkaz: http://arxiv.org/abs/2103.03635

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From Pareto to Weibull -- a constructive review of distributions on $\mathbb{R}^+$

Autor: Sinner, Corinne, Dominicy, Yves, Trufin, Julien, Waterschoot, Wout, Weber, Patrick, Ley, Christophe

Power laws and power laws with exponential cut-off are two distinct families of distributions on the positive real half-line. In the present paper, we propose a unified treatment of both families by building a family of distributions that interpolate

Externí odkaz: http://arxiv.org/abs/2012.13348

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Akademický článek

Dispersive order comparisons on extreme order statistics from homogeneous dependent random vectors

Autor: Mesfioui Mhamed, Trufin Julien

Publikováno v: Dependence Modeling, Vol 9, Iss 1, Pp 385-393 (2021)

In this paper, we investigate sufficient conditions for preservation property of the dispersive order for the smallest and largest order statistics of homogeneous dependent random vectors. Moreover, we establish sufficient conditions for ordering wit

Externí odkaz: https://doaj.org/article/e9320ce023834f9e8002d49c088913c0

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Testing for more positive expectation dependence with application to model comparison

Autor: Denuit, Michel, Trufin, Julien, Verdebout, Thomas

Publikováno v: In Insurance Mathematics and Economics November 2021 101 Part B:163-172

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An Interpolating Family of Size Distributions

Autor: Sinner, Corinne, Dominicy, Yves, Ley, Christophe, Trufin, Julien, Weber, Patrick

We introduce a new five-parameter family of size distributions on the semi-finite interval $[x_0, \infty), x_0 \geqslant 0$, with two attractive features. First, it interpolates between power laws, such as the Pareto distribution, and power laws with

Externí odkaz: http://arxiv.org/abs/1606.04430

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