Research

Spencer Matthews, Brian Hartman (2022). Machine Learning in Ratemaking, an Application in Commercial Auto Insurance. Risks 10(4).

PDF Code DOI

Spencer Matthews, Brian Hartman (2021). mSHAP: SHAP Values for Two-Part Models. Risks 10(1).

PDF Code Slides DOI

Spencer Matthews (2021). mSHAP, Explaining Two-Part Models. In 24th IME.

Code Slides Video Talk Transcript