Predictive analytics of insurance claims using multivariate decision trees

DOI10.1515/demo-2018-0022zbMath1434.62131OpenAlexW2910847533MaRDI QIDQ2283657

Zhiyu Quan, Emiliano A. Valdez

Publication date: 13 January 2020

Published in: Dependence Modeling (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1515/demo-2018-0022

zbMATH Keywords

random forestsgradient boostingmultivariate decision treespredictive model of insurance claimsmultivariate regression treesmultivariate tree boostingtree-based modelsunivariate regression trees

Mathematics Subject Classification ID

Classification and discrimination; cluster analysis (statistical aspects) (62H30) Applications of statistics to actuarial sciences and financial mathematics (62P05) Compound decision problems in statistical decision theory (62C25)

Related Items (6)

Imbalanced learning for insurance using modified loss functions in tree-based models ⋮ BERT-based NLP techniques for classification and severity modeling in basic warranty data study ⋮ On hybrid tree-based methods for short-term insurance claims ⋮ Normal approximation for fire incident simulation using permanental Cox processes ⋮ PREDICTIVE CLAIM SCORES FOR DYNAMIC MULTI-PRODUCT RISK CLASSIFICATION IN INSURANCE ⋮ A class of mixture of experts models for general insurance: theoretical developments

Uses Software

• R
• CRAN
• rpart
• gbm
• randomForest
• ElemStatLearn
• ISLR
• rpart.plot
• boostmtree

Cites Work

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• Greedy function approximation: A gradient boosting machine.
• Boosted multivariate trees for longitudinal data
• Machine learning techniques for mortality modeling
• Machine learning in individual claims reserving
• Delta Boosting Machine with Application to General Insurance
• Pair Copula Constructions for Insurance Experience Rating
• An Introduction to Statistical Learning
• Fifty Years of Classification and Regression Trees
• Hierarchical Insurance Claims Modeling
• The biplot graphic display of matrices with application to principal component analysis
• Problems in the Analysis of Survey Data, and a Proposal
• Random forests
• Stochastic gradient boosting.

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