top of page
Rechercher
  • Photo du rédacteurHélène Dufour

Bayesian Cart Models for Insurance Claims Frequency

This paper focuses on the development of #bayesian classification and regression tree (#cart) models for claims frequency modeling in non-life #insurance pricing. The authors propose the use of the zero-inflated #poisson distribution to address the issue of imbalanced claims data and introduce a general MCMC algorithm for posterior tree exploration. Additionally, the deviance information criterion (DIC) is used for model selection. The paper discusses the applicability of these models through simulations and real insurance data.



4 vues0 commentaire

Posts récents

Voir tout

Will A Cybersecurity Safe Harbor Raise All Boats?

“Using cybersecurity certification as the basis for providing a complete defense to liability may not prevent every harm from occurring. However, if organizations invest in certification to avoid lega

bottom of page