Delta Boosting Machine with Application to General Insurance

DOI10.1080/10920277.2018.1431131zbMath1416.91199OpenAlexW2801234410WikidataQ129959027 ScholiaQ129959027MaRDI QIDQ4689973

Sheldon Lin, Simon C. K. Lee

Publication date: 22 October 2018

Published in: North American Actuarial Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/10920277.2018.1431131

zbMATH Keywords

insurancedelta boostingoptimal boosting

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Software, source code, etc. for problems pertaining to game theory, economics, and finance (91-04)

Related Items (5)

A nonparametric sequential learning procedure for estimating the pure premium ⋮ Response versus gradient boosting trees, GLMs and neural networks under Tweedie loss and log-link ⋮ ADDRESSING IMBALANCED INSURANCE DATA THROUGH ZERO-INFLATED POISSON REGRESSION WITH BOOSTING ⋮ Predictive analytics of insurance claims using multivariate decision trees ⋮ Valid Model-Free Prediction of Future Insurance Claims

Uses Software

• gbm
• AdaBoost.MH

Cites Work

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• An adaptive version of the boost by majority algorithm
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