A Markov-modulated tree-based gradient boosting model for auto-insurance risk premium pricing

DOI10.3233/RDA-180050zbMath1458.91181MaRDI QIDQ5858899

Nathaniel K. Howard, Dennis Arku, Kwabena Doku-Amponsah

Publication date: 15 April 2021

Published in: Risk and Decision Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.3233/rda-180050

zbMATH Keywords

gradient boosting; auto-insurance models; Markov-modulated pricing; risk premium pricing in Ghana

Mathematics Subject Classification ID

91G05: Actuarial mathematics

Uses Software

• AdaBoost.MH
• ElemStatLearn
• gamair

Cites Work

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