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Modelling Motor Insurance Claim Frequency and Severity Using Gradient Boosting
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Modelling Motor Insurance Claim Frequency and Severity Using Gradient Boosting (2023)Modelling Motor Insurance Claim Frequency…Statistical Foundations of Actuarial Learning and its Applications (2022)Statistical Foundations of Ac…Machine Learning Approaches for Auto Insurance Big Data (2021)Machine Learning Approaches f…Boosting Insights in Insurance Tariff Plans with Tree-Based Machine Learning Methods (2020)Boosting Insights in Insuranc…The value of vehicle telematics data in insurance risk selection processes (2017)The value of vehicle telemati…Insurance Premium Prediction via Gradient Tree-Boosted Tweedie Compound Poisson Models (2016)Insurance Premium Prediction …Generalized linear models for dependent frequency and severity of insurance claims (2016)Generalized linear models for…Dependent frequency–severity modeling of insurance claims (2015)Dependent frequency–severity …Total loss estimation using copula-based regression models (2013)Total loss estimation using c…Evaluation and aggregation of pay-as-you-drive insurance rate factors: A classification analysis approach (2013)Evaluation and aggregation of…Predicting the Frequency and Amount of Health Care Expenditures (2011)Predicting the Frequency and …A mixed copula model for insurance claims and claim sizes (2011)A mixed copula model for insu…Non-Life Insurance Pricing with Generalized Linear Models (2010)Non-Life Insurance Pricing wi…Spatial modelling of claim frequency and claim size in non-life insurance (2007)Spatial modelling of claim fr…Simple robust averages of forecasts: Some empirical results (2007)Simple robust averages of for…Copula credibility for aggregate loss models (2005)Copula credibility for aggreg…Modelling the Claims Process in the Presence of Covariates (1994)Modelling the Claims Process …Recursive Evaluation of a Family of Compound Distributions (1981)On conditional and intrinsic autoregressions (1995)Strictly Proper Scoring Rules, Prediction, and Estimation (2007)A data driven binning strategy for the construction of insurance tariff classes (2018)Combining forecasts: A review and annotated bibliography (1989)Combining forecasts: A review and annotated bibliography (1990)The M3-Competition: results, conclusions and implications (2000)Meta-learning for time series forecasting and forecast combination (2010)Hybrid structures in time series modeling and forecasting: A review (2019)AI in Healthcare: Time-Series Forecasting Using Statistical, Neural, and Ensemble Architectures (2020)Fitting Tweedie's Compound Poisson Model to Insurance Claims Data: Dispersion Modelling (2002)A Primer on Copulas for Count Data (2007)A Primer on Copulas for Count Data (2007)Actuarial graduation practice and generalised linear and non-linear models (1991)Design of Optimal Bonus-Malus Systems With a Frequency and a Severity Component On an Individual Basis in Automobile Insurance (2001)Automobile insurance classification ratemaking based on telematics driving data (2019)Deep learning in insurance: Accuracy and model interpretability using TabNet (2023)Fitting Tweedie's compound poisson model to insurance claims data (1994)Multivariate Frequency-Severity Regression Models in Insurance (2016)A dependent frequency–severity approach to modeling longitudinal insurance claims (2019)Bonus-Malus premiums under the dependent frequency-severity modeling (2019)Health, economics, and health economics (1982)A Decision-Theoretic Generalization of On-Line Learning and an Application to Boosting (1997)Machine Learning in P&C Insurance: A Review for Pricing and Reserving (2020)Boosting Poisson regression models with telematics car driving data (2021)Who Should I Trust: AI or Myself? 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References

  • 2010Non-Life Insurance Pricing with Generalized Linear Models260 cited
  • 2007Simple robust averages of forecasts: Some empirical results242 cited
  • 2017The value of vehicle telematics data in insurance risk selection processes152 cited
  • 2016Generalized linear models for dependent frequency and severity of insurance claims131 cited
  • 2011A mixed copula model for insurance claims and claim sizes125 cited
  • 1994Modelling the Claims Process in the Presence of Covariates112 cited
  • 2020Boosting Insights in Insurance Tariff Plans with Tree-Based Machine Learning Methods109 cited
  • 2021Machine Learning Approaches for Auto Insurance Big Data102 cited
  • 2016Insurance Premium Prediction via Gradient Tree-Boosted Tweedie Compound Poisson Models100 cited
  • 2007Spatial modelling of claim frequency and claim size in non-life insurance96 cited
  • 2022Statistical Foundations of Actuarial Learning and its Applications94 cited
  • 2015Dependent frequency–severity modeling of insurance claims89 cited
  • 2005Copula credibility for aggregate loss models87 cited
  • 2013Evaluation and aggregation of pay-as-you-drive insurance rate factors: A classification analysis approach85 cited
  • 2011Predicting the Frequency and Amount of Health Care Expenditures

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73 cited
  • 2013Total loss estimation using copula-based regression models72 cited
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