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 of prediction accuracy. The results show the...