TDboost

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A Boosted Tweedie Compound Poisson Model

Wei Qian, Yi Yang, Hui Zou

Last update: 18 January 2024

Copyright license: GNU General Public License, version 3.0

Software version identifier: 1.4, 1.5

Description

An implementation of a boosted Tweedie compound Poisson model proposed by Yang, Y., Qian, W. and Zou, H. (2018) <doi:10.1080/07350015.2016.1200981>. It is capable of fitting a flexible nonlinear Tweedie compound Poisson model (or a gamma model) and capturing high-order interactions among predictors. This package is based on the 'gbm' package originally developed by Greg Ridgeway.

Cites work

• Insurance Premium Prediction via Gradient Tree-Boosted Tweedie Compound Poisson Models

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