Michael Mayer

Schweizerische Mobiliar Versicherungsgesellschaft

SCHOLARLY PAPERS

5

DOWNLOADS
Rank 19,354

SSRN RANKINGS

Top 19,354

in Total Papers Downloads

4,585

SSRN CITATIONS

11

CROSSREF CITATIONS

3

Scholarly Papers (5)

1.

Peeking into the Black Box: An Actuarial Case Study for Interpretable Machine Learning

Number of pages: 40 Posted: 05 Jun 2020
Christian Lorentzen and Michael Mayer
Schweizerische Mobiliar Versicherungsgesellschaft and Schweizerische Mobiliar Versicherungsgesellschaft
Downloads 2,327 (11,065)
Citation 10

Abstract:

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XAI, machine learning, explainability, interpretability, black box models, model-agnostic technique, flashlight, motor insurance, claims frequency

2.

SHAP for Actuaries: Explain any Model

Number of pages: 25 Posted: 21 Mar 2023
Michael Mayer, Daniel Meier and Mario V. Wuthrich
Schweizerische Mobiliar Versicherungsgesellschaft, Swiss Reinsurance Company and RiskLab, ETH Zurich
Downloads 1,251 (28,830)

Abstract:

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XAI, explainability, machine learning, SHAP, Shapley values, regression modeling, interaction, partial dependence plot, motor insurance, claims frequency

3.

Gini Index and Friends

Number of pages: 35 Posted: 19 Oct 2022
Schweizerische Mobiliar Versicherungsgesellschaft, Schweizerische Mobiliar Versicherungsgesellschaft and RiskLab, ETH Zurich
Downloads 511 (95,789)

Abstract:

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Gini index, Gini score, Gini coefficient, accuracy ratio, consistency, consistent scoring, auto-calibration, Lorenz curve, concentration curve, cumulative accuracy profile, CAP, receiver operating characteristics curve, ROC curve, area under the curve, AUC, model selection, binary classification

4.

Estimation and Updating Methods for Hedonic Valuation

Swiss Finance Institute Research Paper No. 18-76
Number of pages: 27 Posted: 13 Dec 2018 Last Revised: 04 Jan 2019
Schweizerische Mobiliar Versicherungsgesellschaft, Florida Atlantic University, University of Geneva - Geneva School of Economics and Management (GSEM) and University of Berne, Institut für Finanzmanagement
Downloads 276 (190,493)
Citation 3

Abstract:

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Hedonic models, Appraisal accuracy, Appraisal volatility, Machine learning, Robust regression, Mixed effects models, Random forests, Gradient boosting, Neural networks

5.

Structured Additive Regression and Tree Boosting

Swiss Finance Institute Research Paper No. 21-83
Number of pages: 38 Posted: 20 Sep 2021 Last Revised: 07 Dec 2021
Schweizerische Mobiliar Versicherungsgesellschaft, Florida Atlantic University, University of Geneva - Geneva School of Economics and Management (GSEM) and IAZI AG - CIFI SA
Downloads 220 (237,862)

Abstract:

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machine learning, structured additive regression, gradient boosting, interpretability, transparency