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

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<dc:creator>Denuit, Michel</dc:creator>
<dc:creator>Trufin, Julien</dc:creator>
<dc:date>2021-06-07</dc:date>
<dc:description xml:lang="es">Sumario: Wüthrich 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.

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<dc:identifier>https://documentacion.fundacionmapfre.org/documentacion/publico/es/bib/178938.do</dc:identifier>
<dc:language>spa</dc:language>
<dc:rights xml:lang="es">InC - http://rightsstatements.org/vocab/InC/1.0/</dc:rights>
<dc:subject xml:lang="es">Regresión no lineal</dc:subject>
<dc:subject xml:lang="es">Distribución Poisson-Beta</dc:subject>
<dc:subject xml:lang="es">Modelo Tweedie</dc:subject>
<dc:subject xml:lang="es">Cálculo actuarial</dc:subject>
<dc:type xml:lang="es">Artículos y capítulos</dc:type>
<dc:title xml:lang="es">Generalization error for Tweedie models : decomposition and error reduction with bagging</dc:title>
<dc:relation xml:lang="es">En: European Actuarial Journal. - Cham, Switzerland  : Springer Nature Switzerland AG,  2021-2022. - 07/06/2021 Volúmen 11 - Número 1 - junio 2021 , p. 325-331</dc:relation>
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