Clemente, Carina; Guerreiro, Gracinda R.; Bravo, Jorge … - In: Risks : open access journal 11 (2023) 9, pp. 1-20
the predictive performance of Gradient Boosting with decision trees as base learners to model the claim frequency and the …. The out-of-sample performance measure results show that the predictive performance of the Gradient Boosting Model (GBM) is … classical GLM outperformed the Gradient Boosting Model. The findings suggest that gradient boost models can capture the non …