Regression Tree Credibility Model

DOI10.1080/10920277.2018.1554497zbMath1410.91264OpenAlexW2921862053MaRDI QIDQ5382565

Chengguo Weng, Liqun Diao

Publication date: 18 June 2019

Published in: North American Actuarial Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/10920277.2018.1554497

zbMATH Keywords

credibility theorycredibility premium predictionregression-tree-based algorithm

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05)

Related Items (3)

Multi-population mortality modelling and forecasting: a hierarchical credibility regression approach ⋮ A class of mixture of experts models for general insurance: theoretical developments ⋮ Satisficing credibility for heterogeneous risks

Uses Software

• R

Cites Work

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• Recursive partitioning and applications
• Bayesian credibility for GLMs
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• Full Credibility with Generalized Linear and Mixed Models
• Combining generalized linear models and credibility models in practice
• Hierarchical credibility: analysis of a random effect linear model with nested classification
• A multi-level hierarchical credibility regression model
• Credibility analysis of a general hierarchical model
• A CREDIBILITY APPROACH FOR COMBINING LIKELIHOODS OF GENERALIZED LINEAR MODELS
• Fifty Years of Classification and Regression Trees
• Credibility Theory

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