Claim frequency predicting based on LightGBM

MaRDI QIDQ3389115zbMATH OpenFDO

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)

Recommendations

• Toward an explainable machine learning model for claim frequency: a use case in car insurance pricing with telematics data
• Actuarial intelligence in auto insurance: claim frequency modeling with driving behavior features and improved boosted trees
• Hierarchical insurance claims modeling
• A Bayesian hierarchical model with spatial effect and its application in prediction of claim frequency
• Claims frequency modeling using telematics car driving data

Cited in

(3)

• 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

This page was built for publication: Claim frequency predicting based on LightGBM

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3389115)