This morning, I will present our joint paper with Michel Denuit and Julien Trufin, Autocalibration for Insurance Pricing with Machine Learning. Code are online on github. as well as the slides.
OpenEdition suggests that you cite this post as follows:
Arthur Charpentier (May 19, 2021). Talk at the ASTIN Online Colloquium. Freakonometrics. Retrieved December 5, 2024 from https://doi.org/10.58079/ovi6