Search Results - subject:"Risk Classification"

A high-dimensionality-trait-driven learning paradigm for high dimensional credit classification

Yu, Lean; Yu, Lihang; Yu, Kaitao - In: Financial innovation : FIN 7 (2021), pp. 1-20

To solve the high-dimensionality issue and improve its accuracy in credit risk assessment, a high-dimensionality-trait-driven learning paradigm is proposed for feature extraction and classifier selection. The proposed paradigm consists of three main stages: categorization of high dimensional...

Persistent link: https://www.econbiz.de/10012510343

Boosting cost-complexity pruned trees on Tweedie responses : the ABT machine for insurance ratemaking

Huyghe, Julie; Trufin, Julien; Denuit, Michel - In: Scandinavian actuarial journal 2024 (2024) 5, pp. 417-439

Persistent link: https://www.econbiz.de/10014520566

Modelling unobserved heterogeneity in claim counts using finite mixture models

Bermúdez, Lluís; Karlis, Dimitris; Morillo, Isabel - In: Risks 8 (2020) 1, pp. 1-13

of unobserved heterogeneity requires a richer structure for risk classification. Our results show that the data consist …

Persistent link: https://www.econbiz.de/10013200545

Modelling unobserved heterogeneity in claim counts using finite mixture models

Bermúdez, Lluís; Karlis, Dimitris; Morillo, Isabel - In: Risks : open access journal 8 (2020) 1/10, pp. 1-13

of unobserved heterogeneity requires a richer structure for risk classification. Our results show that the data consist …

Persistent link: https://www.econbiz.de/10012204036

Response versus gradient boosting trees, GLMs and neural networks under Tweedie loss and log-link

Hainaut, Donatien; Trufin, Julien; Denuit, Michel - In: Scandinavian actuarial journal 2022 (2022) 10, pp. 841-866

Persistent link: https://www.econbiz.de/10013491040

Joint modeling of claim frequencies and behavioral signals in motor insurance

Corradin, Alexandre; Denuit, Michel; Detyniecki, Marcin; … - In: ASTIN bulletin : the journal of the International … 52 (2022) 1, pp. 33-54

Persistent link: https://www.econbiz.de/10012805735

Ratemaking territories and adverse selection for flood insurance

Boudreault, Mathieu; Ojeda, Angelica - In: Insurance / Mathematics & economics 107 (2022), pp. 349-360

Persistent link: https://www.econbiz.de/10013471255

A new model for failure mode and effects analysis based on k-means clustering within hesitant linguistic environment

Duan, Chun-Yan; Chen, Xu-Qi; Shi, Hua; Liu, Hu-Chen - In: IEEE transactions on engineering management : EM 69 (2022) 5, pp. 1837-1847

Persistent link: https://www.econbiz.de/10013429092

Unraveling the predictive power of telematics data in car insurance pricing

Verbelen, Roel; Antonio, Katrien; Claeskens, Gerda - 2018

Persistent link: https://www.econbiz.de/10012049439

Risk classification in insurance markets with risk and preference heterogeneity

Luz, Vitor Farinha; Gottardi, Piero; Moreira, Humberto - 2021

Persistent link: https://www.econbiz.de/10012588071