Addressing imbalanced insurance data through zero-inflated Poisson regression with boosting

DOI10.1017/ASB.2020.40zbMATH Open1471.91466OpenAlexW3112727922MaRDI QIDQ5157763FDOQ5157763

Authors: Simon C. K. Lee 

Publication date: 20 October 2021

Published in: ASTIN Bulletin (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1017/asb.2020.40

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zbMATH Keywords

machine learninginsurancepredictive modelingimbalanced datazero-inflated Poissonboosting trees

Mathematics Subject Classification ID

Learning and adaptive systems in artificial intelligence (68T05) Actuarial mathematics (91G05) Applications of statistics to actuarial sciences and financial mathematics (62P05)

Cites Work

• Greedy function approximation: A gradient boosting machine.
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• Title not available (Why is that?)
• Zero-Inflated Poisson Regression, with an Application to Defects in Manufacturing
• Imbalanced learning. Foundations, algorithms, and applications
• Bayesian generalized additive models for location, scale, and shape for zero-inflated and overdispersed count data
• Generalized Linear Models for Insurance Data
• Stochastic gradient boosting.
• Risk classification for claim counts: a comparative analysis of various zero-inflated mixed Poisson and hurdle models
• On the Nonasymptotic Convergence of Cyclic Coordinate Descent Methods
• Coordinate descent algorithms
• A course in credibility theory and its applications
• The structure distribution in a mixed Poisson process
• Modelling zero-inflated count data with a special case of the generalised Poisson distribution
• Delta Boosting Machine with Application to General Insurance

Cited In (10)

• Boosting Poisson regression models with telematics car driving data
• Bayesian CART models for insurance claims frequency
• On the \(r\mathcal{B}ell\) family of distributions with actuarial applications
• A comparison of logistic regression and machine learning algorithms applied to zero counts data in contingency tables
• Actuarial intelligence in auto insurance: claim frequency modeling with driving behavior features and improved boosted trees
• Imbalanced learning for insurance using modified loss functions in tree-based models
• Robust claim frequency modeling through phase-type mixture-of-experts regression
• A Poisson equation-based method for 3D reconstruction of animated images
• A systematic approach for learning imbalanced data: enhancing zero-inflated models through boosting
• Enhanced gradient boosting for zero-inflated insurance claims and comparative analysis of CatBoost , XGBoost , and LightGBM

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