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Stochastic gradient boosting frequency-severity model of insurance claims
The standard GLM and GAM frequency-severity models assume independence between the claim frequency and severity. To overcome restrictions of linear or additive forms and to relax the independence assumption, we develop a data-driven dependent frequency-severity model, where we combine a stochastic g...
| Autores principales: | , |
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| Formato: | Online Artículo Texto |
| Lenguaje: | English |
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Public Library of Science
2020
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| Acceso en línea: | https://www.ncbi.nlm.nih.gov/pmc/articles/PMC7458339/ https://www.ncbi.nlm.nih.gov/pubmed/32866182 http://dx.doi.org/10.1371/journal.pone.0238000 |