Insurance premium prediction via gradient tree-boosted tweedie compound poisson models
Yi Yang, Wei Qian, Hui Zou
| Year of publication: |
2018
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|---|---|
| Authors: | Yang, Yi ; Qian, Wei ; Zou, Hui |
| Published in: |
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association. - Alexandria, Va. : American Statistical Association, ISSN 0735-0015, ZDB-ID 876122-X. - Vol. 36.2018, 3, p. 456-470
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| Subject: | Claim frequency and severity gradient boosting | Insurance claims data | Ratemaking | Zero inflation | Theorie | Theory | Versicherungsbeitrag | Insurance premium | Prognoseverfahren | Forecasting model | Stochastischer Prozess | Stochastic process | Inflation | Risikomodell | Risk model | Versicherungsmathematik | Actuarial mathematics |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/07350015.2016.1200981 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012249178