Enhanced gradient boosting for zero-inflated insurance claims and comparative analysis of CatBoost , XGBoost , and LightGBM

DOI10.1080/03461238.2024.2365390MaRDI QIDQ6656764FDOQ6656764

Authors: Banghee So 

Publication date: 3 January 2025

Published in: Scandinavian Actuarial Journal (Search for Journal in Brave)

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Mathematics Subject Classification ID

Cites Work

• A decision-theoretic generalization of on-line learning and an application to boosting
• Greedy function approximation: A gradient boosting machine.
• Likelihood Ratio Tests for Model Selection and Non-Nested Hypotheses
• Zero-Inflated Poisson Regression, with an Application to Defects in Manufacturing
• On modeling claim frequency data in general insurance with extra zeros
• The Elements of Statistical Learning
• Poisson regression and zero-inflated Poisson regression: application to private health insurance data
• A data driven binning strategy for the construction of insurance tariff classes
• Addressing imbalanced insurance data through zero-inflated Poisson regression with boosting
• Boosting insights in insurance tariff plans with tree-based machine learning methods
• The use of annual mileage as a rating variable
• Actuarial intelligence in auto insurance: claim frequency modeling with driving behavior features and improved boosted trees
• Delta Boosting Machine with Application to General Insurance
• Subgroup analysis of zero-inflated Poisson regression model with applications to insurance data
• Tweedie gradient boosting for extremely unbalanced zero-inflated data
• Response versus gradient boosting trees, GLMs and neural networks under Tweedie loss and log-link
• Insurance Premium Prediction via Gradient Tree-Boosted Tweedie Compound Poisson Models
• Unravelling the predictive power of telematics data in car insurance pricing

Cited In (4)

• Telematics combined actuarial neural networks for cross-sectional and longitudinal claim count data
• Leveraging Weather Dynamics in Insurance Claims Triage Using Deep Learning
• Detection of interacting variables for generalized linear models via neural networks
• Enhancing actuarial non-life pricing models via transformers

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