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

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Título: Generalization error for Tweedie models : decomposition and error reduction with bagging / Michel Denuit, Julien Trufin
Autor: 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. 325-331
Materia / lugar / evento: Regresión no lineal Distribución Poisson-Beta Modelo Tweedie Cálculo actuarial
Autores secundários: Trufin, Julien
Outras classificações: 6
Direitos: In Copyright (InC): http://rightsstatements.org/vocab/InC/1.0/
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