A method and system for fusing a collection of classifiers used for an
automated insurance underwriting system and/or its quality assurance is
described. Specifically, the outputs of a collection of classifiers are
fused. The fusion of the data will typically result in some amount of
consensus and some amount of conflict among the classifiers. The
consensus will be measured and used to estimate a degree of confidence in
the fused decisions. Based on the decision and degree of confidence of
the fusion and the decision and degree of confidence of the production
decision engine, a comparison module may then be used to identify cases
for audit, cases for augmenting the training/test sets for re-tuning
production decision engine, cases for review, or may simply trigger a
record of its occurrence for tracking purposes. The fusion can compensate
for the potential correlation among the classifiers. The reliability of
each classifier can be represented by a static or dynamic discounting
factor, which will reflect the expected accuracy of the classifier. A
static discounting factor is used to represent a prior expectation about
the classifier's reliability, e.g., it might be based on the average past
accuracy of the model, while a dynamic discounting is used to represent a
conditional assessment of the classifier's reliability, e.g., whenever a
classifier bases its output on an insufficient number of points it is not
reliable.