Boosting cost-complexity pruned trees on Tweedie responses : the ABT machine for insurance ratemaking
Year of publication: |
2023
|
---|---|
Authors: | Huyghe, Julie ; Trufin, Julien ; Denuit, Michel |
Published in: |
Scandinavian actuarial journal. - Stockholm : Taylor & Francis, ISSN 1651-2030, ZDB-ID 2029609-5. - Vol. 2024.2024, 5, p. 417-439
|
Subject: | Risk classification | boosting | gradient boosting | regressiontrees | cost-complexitypruning |
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