Delta Boosting Machine with Application to General Insurance
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DOI: 10.1080/10920277.2018.1431131
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Cited by:
- Willame, Gireg & Trufin, Julien & Denuit, Michel, 2023. "Boosted Poisson regression trees: A guide to the BT package in R," LIDAM Discussion Papers ISBA 2023008, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
- Christopher Blier-Wong & Hélène Cossette & Luc Lamontagne & Etienne Marceau, 2020. "Machine Learning in P&C Insurance: A Review for Pricing and Reserving," Risks, MDPI, vol. 9(1), pages 1-26, December.
- Quan Zhiyu & Valdez Emiliano A., 2018. "Predictive analytics of insurance claims using multivariate decision trees," Dependence Modeling, De Gruyter, vol. 6(1), pages 377-407, December.
- Trufin, Julien & Denuit, Michel, 2021. "Boosting cost-complexity pruned trees On Tweedie responses: the ABT machine," LIDAM Discussion Papers ISBA 2021015, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
- Jessica Pesantez-Narvaez & Montserrat Guillen & Manuela Alcañiz, 2019. "Predicting Motor Insurance Claims Using Telematics Data—XGBoost versus Logistic Regression," Risks, MDPI, vol. 7(2), pages 1-16, June.
- Hainaut, Donatien & Trufin, Julien & Denuit, Michel, 2021. "Response versus gradient boosting trees, GLMs and neural networks under Tweedie loss and log-link," LIDAM Discussion Papers ISBA 2021012, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
- Yang Qiao & Chou-Wen Wang & Wenjun Zhu, 2024. "Machine learning in long-term mortality forecasting," The Geneva Papers on Risk and Insurance - Issues and Practice, Palgrave Macmillan;The Geneva Association, vol. 49(2), pages 340-362, April.
- Simon CK Lee, 2020. "Delta Boosting Implementation of Negative Binomial Regression in Actuarial Pricing," Risks, MDPI, vol. 8(1), pages 1-21, February.
- Zhiyu Quan & Changyue Hu & Panyi Dong & Emiliano A. Valdez, 2024. "Improving Business Insurance Loss Models by Leveraging InsurTech Innovation," Papers 2401.16723, arXiv.org.
- Jessica Pesantez-Narvaez & Montserrat Guillen & Manuela Alcañiz, 2021. "RiskLogitboost Regression for Rare Events in Binary Response: An Econometric Approach," Mathematics, MDPI, vol. 9(5), pages 1-21, March.
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