With Michel Denuit and Julien Trufin, we recently uploaded a joint paper on ArXiv, entitled Autocalibration and Tweedie-dominance for Insurance Pricing with Machine Learning. Boosting techniques and neural networks are particularly effective machine learning methods for insurance pricing. Often in practice, there are nevertheless endless debates about the choice of the right loss function to be used to train the machine learning model, as well as about the appropriate metric to assess the performances of competing models. Also, the sum of fitted values can … <a href=“https://freakonometr …