鸟场 发表于 2025-3-21 20:08:34
书目名称Effective Statistical Learning Methods for Actuaries I影响因子(影响力)<br> http://impactfactor.cn/if/?ISSN=BK0302810<br><br> <br><br>书目名称Effective Statistical Learning Methods for Actuaries I影响因子(影响力)学科排名<br> http://impactfactor.cn/ifr/?ISSN=BK0302810<br><br> <br><br>书目名称Effective Statistical Learning Methods for Actuaries I网络公开度<br> http://impactfactor.cn/at/?ISSN=BK0302810<br><br> <br><br>书目名称Effective Statistical Learning Methods for Actuaries I网络公开度学科排名<br> http://impactfactor.cn/atr/?ISSN=BK0302810<br><br> <br><br>书目名称Effective Statistical Learning Methods for Actuaries I被引频次<br> http://impactfactor.cn/tc/?ISSN=BK0302810<br><br> <br><br>书目名称Effective Statistical Learning Methods for Actuaries I被引频次学科排名<br> http://impactfactor.cn/tcr/?ISSN=BK0302810<br><br> <br><br>书目名称Effective Statistical Learning Methods for Actuaries I年度引用<br> http://impactfactor.cn/ii/?ISSN=BK0302810<br><br> <br><br>书目名称Effective Statistical Learning Methods for Actuaries I年度引用学科排名<br> http://impactfactor.cn/iir/?ISSN=BK0302810<br><br> <br><br>书目名称Effective Statistical Learning Methods for Actuaries I读者反馈<br> http://impactfactor.cn/5y/?ISSN=BK0302810<br><br> <br><br>书目名称Effective Statistical Learning Methods for Actuaries I读者反馈学科排名<br> http://impactfactor.cn/5yr/?ISSN=BK0302810<br><br> <br><br>暂时休息 发表于 2025-3-21 21:14:10
Exponential Dispersion (ED) Distributionsques. The objective functions used to calibrate the regression models described in this book correspond to log-likelihoods taken from this family. This is why a good knowledge of these models is the necessary prerequisite to the next chapters, in order to understand which objective function to use a愤怒事实 发表于 2025-3-22 01:31:47
Maximum Likelihood Estimationors enjoy convenient theoretical properties, being optimal in a wide variety of situations. The maximum likelihood principle will be used throughout the next chapters to fit the supervised learning models.molest 发表于 2025-3-22 04:49:43
http://reply.papertrans.cn/31/3029/302810/302810_4.png小卒 发表于 2025-3-22 12:37:58
Over-Dispersion, Credibility Adjustments, Mixed Models, and Regularizationy results in correlation among the responses within the same group, casting doubts about the outputs of analyses assuming mutual independence. Random effects offer a convenient way to model such grouping structure. This chapter presents the Generalized Linear Mixed Model (GLMM) approach to regressio易改变 发表于 2025-3-22 13:43:33
Generalized Additive Models (GAMs)eatures coded by means of binary variables. However, this assumption becomes questionable for continuous features which may have a nonlinear effect on the score scale. This chapter is devoted to Generalized Additive Models (GAMs) which keep the additive decomposition of the score but allow the actua易改变 发表于 2025-3-22 17:59:37
Beyond Mean Modeling: Double GLMs and GAMs for Location, Scale and Shape (GAMLSS)ion, scale, shape or probability mass at the origin, for instance. This allows the actuary to let the available information enter other dimensions of the response, such as volatility or no-claim probability. The double GLM setting supplements GLMs with dispersion modeling, letting the dispersion par有花 发表于 2025-3-22 22:29:42
Some Generalized Non-linear Models (GNMs) to be learned from the data. GAMs can be fitted with the help of local versions of GLMs or by decomposing the nonlinear effects of the features in an appropriate spline basis so that the working scores are also linear functions of the regression parameters. In this chapter, models with a score invoBallad 发表于 2025-3-23 03:39:31
Extreme Value Modelstions, with a particular emphasis on large claims in property and casualty insurance and mortality at oldest ages in life insurance. Large claims generally affect liability coverages and require a separate analysis. The reason for a separate analysis of small or moderate losses (also referred to as排他 发表于 2025-3-23 06:54:27
Over-Dispersion, Credibility Adjustments, Mixed Models, and Regularizationn analysis. In this framework, random effects are added on the same scale as the linear combination of the available features (called fixed effects). Predictive distributions, that is, conditional distribution of the response given past experience, are particularly attractive to re-valuate future premiums based on claims observed previously.