Modeling lapse rates using machine learning : a comparison between Survival Forests and Cox Proportional Hazards techniques
Objetos digitales
| Tag | 1 | 2 | Value |
|---|---|---|---|
| LDR | 00000cab a2200000 4500 | ||
| 001 | MAP20210037337 | ||
| 003 | MAP | ||
| 005 | 20220911185731.0 | ||
| 008 | 211230e20211229esp|||p |0|||b|spa d | ||
| 040 | $aMAP$bspa$dMAP | ||
| 084 | $a6 | ||
| 100 | 1 | $0MAPA20210037528$aAndrade, Jorge Luis | |
| 245 | 1 | 0 | $aModeling lapse rates using machine learning$b: a comparison between Survival Forests and Cox Proportional Hazards techniques$cJorge Luis Andrade, José Luis Valencia |
| 520 | $aThis study undertakes a comparative analysis of the performance of machine learning and traditional survival analysis techniques in the insurance industry. The techniques compared are the traditional Cox Proportional Hazards (CPH), Random Survival Forests (RSF) and Conditional Inference Forests (CIF) machine learning models. These techniques are applied in a case study of insurance portfolio of one of Ecuador's largest insurer. This study demonstrates how machine learning techniques perform better in predicting survival function measured by the C-index and Brier Score. It also demonstrates that the predictive contribution of covariates in the RSF model is consistent with the traditional CPH model | ||
| 540 | $aLa copia digital se distribuye bajo licencia "Attribution 4.0 International (CC BY 4.0)"$uhttps://creativecommons.org/licenses/by/4.0$944 | ||
| 650 | 4 | $0MAPA20090041776$aAnálisis actuarial | |
| 650 | 4 | $0MAPA20170005476$aMachine learning | |
| 650 | 4 | $0MAPA20080614737$aModelos de supervivencia | |
| 650 | 4 | $0MAPA20080594589$aAnálisis comparativo | |
| 650 | 4 | $0MAPA20080583972$aCartera de seguros | |
| 650 | 4 | $0MAPA20130017037$aAnálisis predictivos | |
| 700 | 1 | $0MAPA20210037535$aValencia, José Luis | |
| 710 | 2 | $0MAPA20080454739$aInstituto de Actuarios Españoles | |
| 773 | 0 | $wMAP20070000012$g29/12/2021 Número 27 - Epoca 4ª, Año 2021 , p. 161-183$tAnales del Instituto de Actuarios Españoles : Colegio Profesional$dMadrid : Instituto de Actuarios Españoles, 1943- | |
| 856 | $qapplication/pdf$w1113292$yRecurso electrónico / Electronic resource |