Performance Evaluation
In actuarial pricing, the objective is to evaluate the pure premium as accurately as possible. The target is thus the conditional expectation \(\mu (\textit{\textbf{X}})=\text {E}[Y|\textit{\textbf{X}}]\) of the response Y (claim number or claim amount fo
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ffective Statistical Learning Methods for Actuaries II Tree-Based Methods and Extensions
Springer Actuarial Springer Actuarial Lecture Notes
Editors-in-Chief Hansjoerg Albrecher, University of Lausanne, Lausanne, Switzerland Michael Sherris, UNSW, Sydney, NSW, Australia Series Editors Daniel Bauer, University of Wisconsin-Madison, Madison, WI, USA Stéphane Loisel, ISFA, Université Lyon 1, Lyon, France Alexander J. McNeil, University of York, York, UK Antoon Pelsser, Maastricht University, Maastricht, The Netherlands Ermanno Pitacco, Università di Trieste, Trieste, Italy Gordon Willmot, University of Waterloo, Waterloo, ON, Canada Hailiang Yang, The University of Hong Kong, Hong Kong, Hong Kong
This subseries of Springer Actuarial includes books with the character of lecture notes. Typically these are research monographs on new, cutting-edge developments in actuarial science; sometimes they may be a glimpse of a new field of research activity, or presentations of a new angle in a more classical field. In the established tradition of Lecture Notes, the timeliness of a manuscript can be more important than its form, which may be informal, preliminary or tentative.
More information about this subseries at http://www.springer.com/series/15682
Michel Denuit Donatien Hainaut Julien Trufin •
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Effective Statistical Learning Methods for Actuaries II Tree-Based Methods and Extensions
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Michel Denuit Institut de Statistique, Biostatistique et Sciences Actuarielles (ISBA) Université Catholique Louvain Louvain-la-Neuve, Belgium
Donatien Hainaut Institut de Statistique, Biostatistique et Sciences Actuarielles (ISBA) Université Catholique Louvain Louvain-la-Neuve, Belgium
Julien Trufin Département de Mathématiques Université Libre de Bruxelles Brussels, Belgium
ISSN 2523-3262 ISSN 2523-3270 (electronic) Springer Actuarial ISSN 2523-3289 ISSN 2523-3297 (electronic) Springer Actuarial Lecture Notes ISBN 978-3-030-57555-7 ISBN 978-3-030-57556-4 (eBook) https://doi.org/10.1007/978-3-030-57556-4 Mathematics Subject Classification: 62P05, 62-XX, 68-XX, 62M45 © Springer Nature Switzerland AG 2020 This work is subject to copyright. All rights are reserved by the Publisher, whether the whole or part of the material is concerned, specifically the rights of translation, reprinting, reuse of illustrations, recitation, broadcasting, reproduction on microfilms or in any other physical way, and transmission or information storage and retrieval, electronic adaptation, computer software, or by similar or dissimilar methodology now known or hereafter developed. The use of general descriptive names, registered names, trademarks, service marks, etc. in this publication does not imply, even in the absence of a specific statement, that such names are exempt from the relevant protective laws and regulations and therefore free for general use. The publisher, the authors and the editors are safe to assume that the advice and information in this book are believed to be true and accurate at the date of publication. Neither the publisher nor the aut
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