利用梯度提升和 Copulas 建立灵活的分层保险索赔模型

IF 1.4 Q3 BUSINESS, FINANCE North American Actuarial Journal Pub Date : 2024-03-06 DOI:10.1080/10920277.2023.2279782
Justine Power, Marie-Pier Côté, Thierry Duchesne
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引用次数: 0

摘要

预测未来的理赔是精算师的一项重要任务,理赔建模过程的复杂化可使保险公司更具竞争力并保持财务稳健。我们提出了一种分层...
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A Flexible Hierarchical Insurance Claims Model with Gradient Boosting and Copulas
Predicting future claims is an important task for actuaries, and sophisticating the claim modeling process allows insurers to be more competitive and to stay financially sound. We propose a hierarc...
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来源期刊
CiteScore
2.80
自引率
14.30%
发文量
38
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