Búsqueda

Generalization error for Tweedie models : decomposition and error reduction with bagging

Recurso electrónico / Electronic resource
Registro MARC
Tag12Valor
LDR  00000cab a2200000 4500
001  MAP20220007290
003  MAP
005  20220301111727.0
008  220301e20210607esp|||p |0|||b|spa d
040  ‎$a‎MAP‎$b‎spa‎$d‎MAP
084  ‎$a‎6
1001 ‎$0‎MAPA20080096434‎$a‎Denuit, Michel
24510‎$a‎Generalization error for Tweedie models‎$b‎: decomposition and error reduction with bagging‎$c‎Michel Denuit, Julien Trufin
520  ‎$a‎Wüthrich and Buser (DOI:10.2139/ssrn.2870308, 2020) studied the generalization error for Poisson regression models. This short note aims to extend their results to the Tweedie family of distributions, to which the Poisson law belongs. In case of bagging, a new condition emerges that becomes increasingly binding with the power parameter involved in the Tweedie variance function.
650 4‎$0‎MAPA20080593063‎$a‎Regresión no lineal
650 4‎$0‎MAPA20090041721‎$a‎Distribución Poisson-Beta
650 4‎$0‎MAPA20190011365‎$a‎Modelo Tweedie
650 4‎$0‎MAPA20080579258‎$a‎Cálculo actuarial
700  ‎$0‎MAPA20090039032‎$a‎Trufin, Julien
7730 ‎$w‎MAP20220007085‎$t‎European Actuarial Journal‎$d‎Cham, Switzerland : Springer Nature Switzerland AG, 2021-2022‎$g‎07/06/2021 Volúmen 11 - Número 1 - junio 2021 , p. 325-331