Effective Statistical Learning Methods for Actuaries II: Tree-Based Methods and Extensions by Michel Denuit
English | PDF,EPUB | 2020 | 235 Pages | ISBN : 3030575551 | 25 MB
This book summarizes the state of the art in tree-based methods for insurance: regression trees, random forests and boosting methods. It also exhibits the tools which make it possible to assess the predictive performance of tree-based models. Actuaries need these advanced analytical tools to turn the massive data sets now at their disposal into opportunities.