标题： 基于基尼的模型监控：一个通用框架及其在非寿险定价中的应用 显示英文标题

标题： Gini-based Model Monitoring: A General Framework with an Application to Non-life Insurance Pricing

摘要： 在投资组合和环境不断变化的动态环境中，保持定价模型的准确性至关重要。 据我们所知，这是首次系统研究非寿险定价中概念漂移的文献。 我们（i）综述了相关文献和常用方法，明确了虚拟漂移与概念漂移的区别，并解释了它们对长期模型性能的影响； （ii）回顾并形式化了常见的性能指标，包括基尼指数和偏差损失，并阐述了它们的解释；（iii）推导了基尼指数的渐近分布，从而实现了有效的推断和假设检验；以及（iv）提出了一种标准化的监控程序，以指示何时需要重新拟合模型。 我们使用一个经过修改的真实世界投资组合来说明该框架，并讨论实际考虑因素和常见陷阱。 显示英文摘要

摘要： In a dynamic landscape where portfolios and environments evolve, maintaining the accuracy of pricing models is critical. To the best of our knowledge, this is the first study to systematically examine concept drift in non-life insurance pricing. We (i) provide an overview of the relevant literature and commonly used methodologies, clarify the distinction between virtual drift and concept drift, and explain their implications for long-run model performance; (ii) review and formalize common performance measures, including the Gini index and deviance loss, and articulate their interpretation; (iii) derive the asymptotic distribution of the Gini index, enabling valid inference and hypothesis testing; and (iv) present a standardized monitoring procedure that indicates when refitting is warranted. We illustrate the framework using a modified real-world portfolio with induced concept drift and discuss practical considerations and pitfalls.