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A Flexible Hierarchical Insurance Claims Model with Gradient Boosting and Copulas
North American Actuarial Journal Pub Date : 2024-03-06 , DOI: 10.1080/10920277.2023.2279782
Justine Power 1 , Marie-Pier Côté 1 , Thierry Duchesne 2
Affiliation  

Predicting future claims is an important task for actuaries, and sophisticating the claim modeling process allows insurers to be more competitive and to stay financially sound. We propose a hierarc...

中文翻译:

具有梯度提升和 Copula 的灵活分层保险索赔模型

预测未来索赔对于精算师来说是一项重要任务,复杂的索赔建模流程可以让保险公司更具竞争力并保持财务稳健。我们提出了一个层次结构...
更新日期:2024-03-07
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