Insurance

Machine Learning in Ratemaking, an Application in Commercial Auto Insurance
This paper explores the tuning and results of two-part models on rich datasets provided through the Casualty Actuarial Society (CAS). …
Spencer Matthews, Brian Hartman
Apr 8, 2022
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Machine Learning in Ratemaking, an Application in Commercial Auto Insurance
mSHAP: SHAP Values for Two-Part Models
mSHAP values can be used to gain insights on variable importance when using two-part models that are commonly used in insurance modeling.
Spencer Matthews, Brian Hartman
Dec 24, 2021
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mSHAP: SHAP Values for Two-Part Models