Tweedie gradient boosting for extremely unbalanced zero-inflated data

DOI10.1080/03610918.2020.1772302OpenAlexW3041202186MaRDI QIDQ5042144

He Zhou, Wei Qian, Yi Yang

Publication date: 18 October 2022

Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1811.10192

zbMATH Keywords

EM algorithmgradient boostingclaim frequency and severityzero-inflated insurance claims data

Mathematics Subject Classification ID

Statistics (62-XX)

Uses Software

• ElemStatLearn
• gamair
• BRENT

Cites Work

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• Fitting Tweedie's compound poisson model to insurance claims data
• Fitting Tweedie's Compound Poisson Model to Insurance Claims Data: Dispersion Modelling
• Zero‐Inflated Poisson and Binomial Regression with Random Effects: A Case Study
• Some Statistical Models for Limited Dependent Variables with Application to the Demand for Durable Goods
• Prediction Games and Arcing Algorithms
• Stochastic gradient boosting.

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