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

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<title>Generalization error for Tweedie models</title>
<subTitle>: decomposition and error reduction with bagging</subTitle>
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<namePart>Denuit, Michel</namePart>
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<abstract displayLabel="Summary">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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<note type="statement of responsibility">Michel Denuit, Julien Trufin</note>
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<topic>Regresión no lineal</topic>
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<subject xmlns:xlink="http://www.w3.org/1999/xlink" xlink:href="MAPA20090041721">
<topic>Distribución Poisson-Beta</topic>
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<topic>Modelo Tweedie</topic>
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<topic>Cálculo actuarial</topic>
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<title>European Actuarial Journal</title>
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<publisher>Cham, Switzerland  : Springer Nature Switzerland AG,  2021-2022</publisher>
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<identifier type="local">MAP20220007085</identifier>
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<text>07/06/2021 Volúmen 11 - Número 1 - junio 2021 , p. 325-331</text>
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