Tweedie gradient boosting for extremely unbalanced zero-inflated data

DOI10.1080/03610918.2020.1772302MaRDI QIDQ5042144zbMATH OpenOpenAlexFDO

Authors He Zhou, Wei Qian, Yi Yang

Publication date 18 October 2022

Published in Communications in Statistics. Simulation and Computation (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1811.10192

zbMATH Keywords

EM algorithmgradient boostingclaim frequency and severityzero-inflated insurance claims data

Mathematics Subject Classification ID

Statistics (62-XX)

Cites work

• scientific article; zbMATH DE number 4082773 (Why is no real title available?)
• scientific article; zbMATH DE number 47282 (Why is no real title available?)
• A decision-theoretic generalization of on-line learning and an application to boosting
• Additive logistic regression: a statistical view of boosting. (With discussion and a rejoinder by the authors)
• Arcing classifiers. (With discussion)
• Boosting with early stopping: convergence and consistency
• Estimation of Relationships for Limited Dependent Variables
• Fitting Tweedie's Compound Poisson Model to Insurance Claims Data: Dispersion Modelling
• Fitting Tweedie's compound poisson model to insurance claims data
• Generalized additive models. An introduction with R.
• Greedy function approximation: A gradient boosting machine.
• Likelihood-based and Bayesian methods for Tweedie compound Poisson linear mixed models
• On modeling claim frequency data in general insurance with extra zeros
• Prediction Games and Arcing Algorithms
• Some Statistical Models for Limited Dependent Variables with Application to the Demand for Durable Goods
• Stochastic gradient boosting.
• Summarizing insurance scores using a Gini index
• Zero-Inflated Poisson Regression, with an Application to Defects in Manufacturing
• Zero‐Inflated Poisson and Binomial Regression with Random Effects: A Case Study

Cited in

(5)

• scientific article; zbMATH DE number 5592421 (Why is no real title available?)
• Advancing Zero-Inflated Tweedie Models and Evaluating Gradient Boosting Libraries for Auto Claims
• Bayesian cart models for aggregate claim modeling
• Enhanced gradient boosting for zero-inflated insurance claims and comparative analysis of CatBoost , XGBoost , and LightGBM
• A Tweedie Compound Poisson Model in Reproducing Kernel Hilbert Space

Describes a project that uses

Uses Software

• BRENT
• gamair
• ElemStatLearn

This page was built for publication: Tweedie gradient boosting for extremely unbalanced zero-inflated data

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5042144)