BT

MaRDI QIDQ78766CRANFDO

Authors Gireg Willame

Last update 19 August 2023

Copyright license GNU General Public License

Software version identifier 0.3, 0.4

Description

Performs (Adaptive) Boosting Trees for Poisson distributed response variables, using log-link function. The code approach is similar to the one used in 'gbm'/'gbm3'. Moreover, each tree in the expansion is built thanks to the 'rpart' package. This package is based on following books and articles Denuit, M., Hainaut, D., Trufin, J. (2019) <doi:10.1007/978-3-030-25820-7> Denuit, M., Hainaut, D., Trufin, J. (2019) <doi:10.1007/978-3-030-57556-4> Denuit, M., Hainaut, D., Trufin, J. (2019) <doi:10.1007/978-3-030-25827-6> Denuit, M., Hainaut, D., Trufin, J. (2022) <doi:10.1080/03461238.2022.2037016> Denuit, M., Huyghe, J., Trufin, J. (2022) <https://dial.uclouvain.be/pr/boreal/fr/object/boreal%3A244325/datastream/PDF_01/view> Denuit, M., Trufin, J., Verdebout, T. (2022) <https://dial.uclouvain.be/pr/boreal/fr/object/boreal%3A268577>.

Cites work

• Effective Statistical Learning Methods for Actuaries I
• Effective Statistical Learning Methods for Actuaries II
• Effective Statistical Learning Methods for Actuaries III
• Response versus gradient boosting trees, GLMs and neural networks under Tweedie loss and log-link

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