A random forest based approach for predicting spreads in the primary catastrophe bond market (Q2665850)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A random forest based approach for predicting spreads in the primary catastrophe bond market |
scientific article |
Statements
A random forest based approach for predicting spreads in the primary catastrophe bond market (English)
0 references
19 November 2021
0 references
catastrophe bond pricing
0 references
interactions
0 references
machine learning in insurance
0 references
minimal depth importance
0 references
permutation importance
0 references
primary market spread prediction
0 references
random forest
0 references
stability
0 references
