Bayesian CART models for aggregate claim modeling
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- Michel Denuit & Arthur Charpentier & Julien Trufin, 2021. "Autocalibration and Tweedie-dominance for Insurance Pricing with Machine Learning," Papers 2103.03635, arXiv.org, revised Jul 2021.
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This paper has been announced in the following NEP Reports:- NEP-DCM-2024-10-07 (Discrete Choice Models)
- NEP-ECM-2024-10-07 (Econometrics)
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