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Boosting cost-complexity pruned trees on Tweedie responses: the ABT machine for insurance ratemaking
Scandinavian Actuarial Journal ( IF 1.8 ) Pub Date : 2023-09-18 , DOI: 10.1080/03461238.2023.2258135
Julie Huyghe 1 , Julien Trufin 1 , Michel Denuit 2
Affiliation  

This paper proposes a new boosting machine based on forward stagewise additive modeling with cost-complexity pruned trees. In the Tweedie case, it deals directly with observed responses, not gradie...

中文翻译:

提高 Tweedie 响应的成本复杂性修剪树:用于保险费率制定的 ABT 机器

本文提出了一种基于前向阶段加性建模和成本复杂性修剪树的新型提升机。在 Tweedie 的例子中,它直接处理观察到的反应,而不是 gradie...
更新日期:2023-09-18
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