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X-WR-CALDESC:Events for CREST
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TZID:Europe/Helsinki
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TZOFFSETFROM:+0200
TZOFFSETTO:+0300
TZNAME:EEST
DTSTART:20250330T010000
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DTSTART:20251026T010000
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DTSTART;TZID=Europe/Helsinki:20250313T100000
DTEND;TZID=Europe/Helsinki:20250313T230000
DTSTAMP:20260816T002842
CREATED:20250304T145351Z
LAST-MODIFIED:20250304T145351Z
UID:17923-1741860000-1741906800@crest.science
SUMMARY:Julien TRUFIN  (Université Libre de Bruxelles) "Bregman and Tweedie Dominances for Candidate Pure Premiums"
DESCRIPTION:[vc_row][vc_column][vc_column_text]Finance & Financial Econometrics : \nTime: 10.00 am\nDate: 13th of March 2025\nRoom 3001 \nJulien TRUFIN (Université Libre de Bruxelles) “Bregman and Tweedie Dominances for Candidate Pure Premiums” \nAbstract :This talk explores Bregman and Tweedie dominances to compare competing candidate pure premiums. An effective testing procedure for Bregman dominance is proposed based on Murphy diagrams and its performance is evaluated through a simulation study. An application to a Swiss motor insurance data set demonstrates the potential of the proposed procedure. A necessary and sufficient condition for Tweedie dominances is then established. Finally\, for autocalibrated predictors\, this talk highlights that Laplace transform order is a sufficient condition for Tweedie dominance. This aligns with the observation that Tweedie dominance is a less stringent concept than Bregman dominance\, which simplifies to the well-known convex order among autocalibrated predictors.\n \nOrganizers: \n\nJean-Michel ZAKOIAN (CREST) \nSponsors:\nCREST[/vc_column_text][/vc_column][/vc_row]\n
URL:https://crest.science/event/julien-trufin-universite-libre-de-bruxelles-bregman-and-tweedie-dominances-for-candidate-pure-premiums/
CATEGORIES:Finance-Insurance,Financial Econometrics,Seminars
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