A Markov-modulated tree-based gradient boosting model for auto-insurance risk premium pricing

DOI10.3233/RDA-180050zbMath1458.91181OpenAlexW2897605815WikidataQ129063383 ScholiaQ129063383MaRDI QIDQ5858899

Nathaniel K. Howard, Dennis Arku, Kwabena Doku-Amponsah

Publication date: 15 April 2021

Published in: Risk and Decision Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.3233/rda-180050

zbMATH Keywords

gradient boostingauto-insurance modelsMarkov-modulated pricingrisk premium pricing in Ghana

Mathematics Subject Classification ID

Actuarial mathematics (91G05)

Uses Software

• AdaBoost.MH
• ElemStatLearn
• gamair

Cites Work

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• Estimation of the parameters of a Markov-modulated loss process in insurance
• Summarizing Insurance Scores Using a Gini Index
• Non-Life Insurance Pricing with Generalized Linear Models
• Fitting Tweedie's compound poisson model to insurance claims data
• Fitting Tweedie's Compound Poisson Model to Insurance Claims Data: Dispersion Modelling
• Common Poisson Shock Models: Applications to Insurance and Credit Risk Modelling
• Stochastic gradient boosting.

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