Boosting cost-complexity pruned trees on Tweedie responses : the ABT machine for insurance ratemaking
Year of publication: |
2023
|
---|---|
Authors: | Huyghe, Julie ; Trufin, Julien ; Denuit, Michel |
Subject: | Risk classification | boosting | gradient boosting | regressiontrees | cost-complexitypruning | Risikomodell | Risk model | Versicherung | Insurance | Theorie | Theory |
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