{"title":"利用梯度提升和 Copulas 建立灵活的分层保险索赔模型","authors":"Justine Power, Marie-Pier Côté, Thierry Duchesne","doi":"10.1080/10920277.2023.2279782","DOIUrl":null,"url":null,"abstract":"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...","PeriodicalId":46812,"journal":{"name":"North American Actuarial Journal","volume":null,"pages":null},"PeriodicalIF":1.4000,"publicationDate":"2024-03-06","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":"{\"title\":\"A Flexible Hierarchical Insurance Claims Model with Gradient Boosting and Copulas\",\"authors\":\"Justine Power, Marie-Pier Côté, Thierry Duchesne\",\"doi\":\"10.1080/10920277.2023.2279782\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"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...\",\"PeriodicalId\":46812,\"journal\":{\"name\":\"North American Actuarial Journal\",\"volume\":null,\"pages\":null},\"PeriodicalIF\":1.4000,\"publicationDate\":\"2024-03-06\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"0\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"North American Actuarial Journal\",\"FirstCategoryId\":\"1085\",\"ListUrlMain\":\"https://doi.org/10.1080/10920277.2023.2279782\",\"RegionNum\":0,\"RegionCategory\":null,\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"Q3\",\"JCRName\":\"BUSINESS, FINANCE\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"North American Actuarial Journal","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.1080/10920277.2023.2279782","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q3","JCRName":"BUSINESS, FINANCE","Score":null,"Total":0}
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...