Search Results for author: Robin Van Oirbeek

Found 2 papers, 0 papers with code

Computational Efficient Approximations of the Concordance Probability in a Big Data Setting

no code implementations21 May 2021 Robin Van Oirbeek, Jolien Ponnet, Tim Verdonck

Contrary to AUC, the concordance probability can also be extended to the situation with a continuous response variable.

Concordance probability in a big data setting: application in non-life insurance

no code implementations14 Nov 2019 Robin Van Oirbeek, Christopher Grumiau, Tim Verdonck

Due to the typical large sample size of the frequency data in particular, two different adaptations of the estimation procedure of the concordance probability are presented.

regression

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