Generalization error for Tweedie models: decomposition and error reduction with bagging
type: Item
instance of: scholarly article
title: Generalization error for Tweedie models: decomposition and error reduction with bagging
zbMATH Open document ID: 1476.91124
author: Julien Trufin
author: Michel Denuit
published in: European Actuarial Journal
publication date: 2021-12-17T00:00:00Z
full work available at URL: GeneralizationError Letter Revision.pdf
Mathematics Subject Classification ID: 91G05
zbMATH DE Number: 7447471
zbMATH Keywords: generalization error
zbMATH Keywords: supervised learning
zbMATH Keywords: exponential dispersion family
zbMATH Keywords: Tweedie
zbMATH Keywords: bagging
MaRDI profile type: Publication
OpenAlex ID: W3127255373
cites work: Bagging predictors
cites work: Effective Statistical Learning Methods for Actuaries I
cites work: Making and Evaluating Point Forecasts
cites work: Elicitation of Personal Probabilities and Expectations
DOI: 10.1007/S13385-021-00265-2
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description: scientific article; zbMATH DE number 7447471