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Persistent link: https://www.econbiz.de/10012486902
XGBoost is recognized as an algorithm with exceptional predictive capacity. Models for a binary response indicating the existence of accident claims versus no claims can be used to identify the determinants of traffic accidents. This study compared the relative performances of logistic...
Persistent link: https://www.econbiz.de/10012018909
We analyse models for panel data that arise in risk allocation problems, when a given set of sources are the cause of an aggregate risk value. We focus on the modeling and forecasting of proportional contributions to risk. Compositional data methods are proposed and the regression is flexible to...
Persistent link: https://www.econbiz.de/10012944497