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Generalization error for Tweedie models : decomposition and error reduction with bagging
Recurso electrónico / Electronic resource
Coleção: Artigos
Título: Generalization error for Tweedie models : decomposition and error reduction with bagging / Michel Denuit, Julien TrufinAutor: Denuit, Michel ‌
Notas: 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.

Registros relacionados: En: European Actuarial Journal. - Cham, Switzerland : Springer Nature Switzerland AG, 2021-2022. - 07/06/2021 Número 1 - junio 2021 , p. 325-331Materia / lugar / evento: Regresión no lineal ‌Distribución Poisson-Beta ‌Modelo Tweedie ‌Cálculo actuarial ‌Otros autores: Trufin, Julien ‌
Outras classificações: 6
Direitos: In Copyright (InC)
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