Generalization error for Tweedie models: decomposition and error reduction with bagging

DOI10.1007/S13385-021-00265-2zbMath1476.91124OpenAlexW3127255373MaRDI QIDQ825308

Julien Trufin, Michel M. Denuit

Publication date: 17 December 2021

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

Full work available at URL: https://dipot.ulb.ac.be/dspace/bitstream/2013/336579/3/GeneralizationError_Letter_Revision.pdf

zbMATH Keywords

supervised learningexponential dispersion familybagginggeneralization errorTweedie

Mathematics Subject Classification ID

Actuarial mathematics (91G05)

Cites Work

• Bagging predictors
• Making and Evaluating Point Forecasts
• Effective Statistical Learning Methods for Actuaries I
• Elicitation of Personal Probabilities and Expectations

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