Ye, Chenglong; Zhang, Lin; Han, Mingxuan; Yu, Yanjia; … - In: Econometrics : open access journal 10 (2022) 2, pp. 1-15
This paper aims to better predict highly skewed auto insurance claims by combining candidate predictions. We analyze a … version of the Kangaroo Auto Insurance company data and study the effects of combining different methods using five measures …, overall, model combination methods improve the prediction accuracy for auto insurance claim costs. In particular, Adaptive …