Stochastic gradient boosting frequency-severity model of insurance claims
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DOI: 10.1371/journal.pone.0238000
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References listed on IDEAS
- Frees, Edward W. & Shi, Peng & Valdez, Emiliano A., 2009. "Actuarial Applications of a Hierarchical Insurance Claims Model," ASTIN Bulletin, Cambridge University Press, vol. 39(1), pages 165-197, May.
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Cited by:
- Dong-Young Lim, 2021. "A Neural Frequency-Severity Model and Its Application to Insurance Claims," Papers 2106.10770, arXiv.org, revised Feb 2024.
- Marian Reiff & Erik Šoltés & Silvia Komara & Tatiana Šoltésová & Silvia Zelinová, 2022. "Segmentation and estimation of claim severity in motor third-party liability insurance through contrast analysis," Equilibrium. Quarterly Journal of Economics and Economic Policy, Institute of Economic Research, vol. 17(3), pages 803-842, September.
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