Tree-based censored regression with applications in insurance

DOI10.1214/16-EJS1189zbMath1345.62127MaRDI QIDQ315407

Xavier Milhaud, Pierre-E. Thérond, Olivier Lopez

Publication date: 21 September 2016

Published in: Electronic Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/euclid.ejs/1473685451

zbMATH Keywords

model selectionsurvival analysisinsurancecensoringregression tree

Mathematics Subject Classification ID

Related Items (9)

The Impact of Churn on Client Value in Health Insurance, Evaluation Using a Random Forest Under Various Censoring Mechanisms ⋮ A hierarchical reserving model for reported non-life insurance claims ⋮ Training trees on tails with applications to portfolio choice ⋮ A censored copula model for micro-level claim reserving ⋮ Individual claims reserving using activation patterns ⋮ Cyber claim analysis using generalized Pareto regression trees with applications to insurance ⋮ Micro-level parametric duration-frequency-severity modeling for outstanding claim payments ⋮ A TREE-BASED ALGORITHM ADAPTED TO MICROLEVEL RESERVING AND LONG DEVELOPMENT CLAIMS ⋮ Individual reserving and nonparametric estimation of claim amounts subject to large reporting delays

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