A Markov-modulated tree-based gradient boosting model for auto-insurance risk premium pricing
From MaRDI portal
Publication:5858899
DOI10.3233/RDA-180050zbMath1458.91181OpenAlexW2897605815WikidataQ129063383 ScholiaQ129063383MaRDI QIDQ5858899
Nathaniel K. Howard, Dennis Arku, Kwabena Doku-Amponsah
Publication date: 15 April 2021
Published in: Risk and Decision Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.3233/rda-180050
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Greedy function approximation: A gradient boosting machine.
- Compound binomial risk model in a Markovian environment
- A decision-theoretic generalization of on-line learning and an application to boosting
- Statistical concepts of \textit{a priori} and \textit{a posteriori} risk classification in insurance
- Arcing classifiers. (With discussion)
- Non-life rate-making with Bayesian GAMs
- Estimation of the parameters of a Markov-modulated loss process in insurance
- Summarizing Insurance Scores Using a Gini Index
- Non-Life Insurance Pricing with Generalized Linear Models
- Fitting Tweedie's compound poisson model to insurance claims data
- Fitting Tweedie's Compound Poisson Model to Insurance Claims Data: Dispersion Modelling
- Common Poisson Shock Models: Applications to Insurance and Credit Risk Modelling
- Stochastic gradient boosting.
This page was built for publication: A Markov-modulated tree-based gradient boosting model for auto-insurance risk premium pricing