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Scandinavian Actuarial Journal Volume 2022, 2022 - Issue 10
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Research Article

Response versus gradient boosting trees, GLMs and neural networks under Tweedie loss and log-link

Donatien Hainauta Institute of Statistics, Biostatistics and Actuarial Science UCLouvain, Louvain-la-Neuve, Belgium
,
Julien Trufinb Department of Mathematics, Université Libre de Bruxelles (ULB), Brussels, BelgiumCorrespondence[email protected]
&
Michel Denuita Institute of Statistics, Biostatistics and Actuarial Science UCLouvain, Louvain-la-Neuve, Belgium
Pages 841-866 | Received 19 May 2021, Accepted 28 Jan 2022, Published online: 15 Feb 2022

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Julie Huyghe, Julien Trufin & Michel Denuit. (2024) Boosting cost-complexity pruned trees on Tweedie responses: the ABT machine for insurance ratemaking. Scandinavian Actuarial Journal 2024:5, pages 417-439.
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Articles from other publishers (1)

Mario V. Wuthrich & Christoph Buser. (2017) Data Analytics for Non-Life Insurance Pricing. SSRN Electronic Journal.
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