Boosting cost-complexity pruned trees on Tweedie responses: the ABT machine for insurance ratemaking

DOI10.1080/03461238.2023.2258135zbMATH Open1537.91254MaRDI QIDQ6547260

Unnamed Author, Julien Trufin, Michel Denuit

Publication date: 30 May 2024

Published in: Scandinavian Actuarial Journal (Search for Journal in Brave)

Mathematics Subject Classification ID

Learning and adaptive systems in artificial intelligence (68T05) Actuarial mathematics (91G05)

Cites Work

• Unnamed Item
• Greedy function approximation: A gradient boosting machine.
• Delta Boosting Machine with Application to General Insurance
• Effective Statistical Learning Methods for Actuaries II
• Boosting Insights in Insurance Tariff Plans with Tree-Based Machine Learning Methods
• Effective Statistical Learning Methods for Actuaries III
• Effective Statistical Learning Methods for Actuaries I
• Response versus gradient boosting trees, GLMs and neural networks under Tweedie loss and log-link
• Insurance Premium Prediction via Gradient Tree-Boosted Tweedie Compound Poisson Models

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