Bayesian cart models for aggregate claim modeling
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Cites work
- A Bayesian CART algorithm
- A copula transformation in multivariate mixed discrete-continuous models
- A mixed copula model for insurance claims and claim sizes
- A Tweedie Compound Poisson Model in Reproducing Kernel Hilbert Space
- Autocalibration and Tweedie-dominance for insurance pricing with machine learning
- Bayesian additive regression trees for multivariate skewed responses
- Bayesian CART models for insurance claims frequency
- Bayesian Measures of Model Complexity and Fit
- Bayesian total loss estimation using shared random effects
- Boosting insights in insurance tariff plans with tree-based machine learning methods
- Collective risk models with dependence
- Cyber claim analysis using generalized Pareto regression trees with applications to insurance
- Dependent frequency-severity modeling of insurance claims
- Deviance information criteria for missing data models
- Effective statistical learning methods for actuaries I. GLMs and extensions
- Fitting Tweedie's compound poisson model to insurance claims data
- Fitting Tweedie's Compound Poisson Model to Insurance Claims Data: Dispersion Modelling
- Fitting Tweedie's compound Poisson model to pure premium with the EM algorithm
- Generalised linear models for aggregate claims: to Tweedie or not?
- Generalized linear models for dependent frequency and severity of insurance claims
- scientific article; zbMATH DE number 3942813 (Why is no real title available?)
- Insurance Premium Prediction via Gradient Tree-Boosted Tweedie Compound Poisson Models
- Log-linear Bayesian additive regression trees for multinomial logistic and count regression models
- Making Tweedie's compound Poisson model more accessible
- Non-life insurance pricing with generalized linear models
- On a bonus-malus system where the claim frequency distribution is geometric and the claim severity distribution is Pareto
- On copula-based collective risk models: from elliptical copulas to vine copulas
- On hybrid tree-based methods for short-term insurance claims
- Posterior concentration for Bayesian regression trees and forests
- Regression for copula-linked compound distributions with applications in modeling aggregate insurance claims
- Selecting among weibull, lognormal and gamma distributions using complete and censored smaples
- Semiparametric mixed-scale models using shared Bayesian forests
- Spatial modelling of claim frequency and claim size in non-life insurance
- The impact of random models on clustering similarity
- Total loss estimation using copula-based regression models
- Tweedie gradient boosting for extremely unbalanced zero-inflated data
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