Claim frequency predicting based on LightGBM

MaRDI QIDQ3389115zbMATHFDO

Authors Yanjun Chen, Mingyu Hu, Yuan-tao Xie, Rui Qiu

Publication date 7 May 2021

Full work available at URL http://www.yokohamapublishers.jp/online-p/JNCA/vol21/jncav21n8p1759.pdf

zbMATH Keywords

automobile insuranceclaim frequencyLightGBMoptimal classification effectoptimal gradient lifting tree

Mathematics Subject Classification ID

Classification and discrimination; cluster analysis (statistical aspects) (62H30) Applications of statistics to economics (62P20)

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• Automobile insurance claim occurrence prediction model based on ensemble learning
• Prediction of claims and risk factor selection in automobile insurance using support vector machines and genetic algorithms
• Toward an explainable machine learning model for claim frequency: a use case in car insurance pricing with telematics data

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