Gradient boosting trees for auto insurance loss cost modeling and prediction

Expert Systems with Applications

Volumn 39, Issue 3, 2012, Pages 3659-3667

  Guelman, Leo ^a  

^a ROYAL BANK OF CANADA   (Canada)

Author keywords

Gradient boosting trees; Insurance pricing; Statistical learning

Indexed keywords

ACCURATE PREDICTION; BERNOULLI; COMPLEX INTERACTION; DATA PREPROCESSING; GAUSSIANS; GENERALIZED LINEAR MODEL; GRADIENT BOOSTING; INTEGRAL PART; ITERATIVE ALGORITHM; LOSS COSTS; MISSING VALUES; PARAMETERIZED; PREDICTION ERRORS; PREDICTIVE ACCURACY; REGRESSION PROBLEM; RESPONSE DISTRIBUTION; STATISTICAL LEARNING; STATISTICAL LEARNING METHODS;

ALGORITHMS; FEATURE EXTRACTION; FORECASTING; INSURANCE; NEURAL NETWORKS; PLANT EXTRACTS; POISSON DISTRIBUTION; TREES (MATHEMATICS);

COSTS;

EID: 80255138189     PISSN: 09574174     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.eswa.2011.09.058     Document Type: Article

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