Dependence Modeling最新文献_第10页

A note on bivariate Archimax copulas 关于二元阿基米德Copula的一个注记

IF 0.7

Dependence Modeling Pub Date : 2018-10-01 DOI: 10.1515/demo-2018-0011

F. Durante, J. F. Sánchez, C. Sempi

引用次数: 1

Exponential inequalities for nonstationary Markov chains 非平稳马尔可夫链的指数不等式

IF 0.7

Dependence Modeling Pub Date : 2018-08-27 DOI: 10.1515/demo-2019-0007

Pierre Alquier, P. Doukhan, Xiequan Fan

引用次数: 10

On a class of norms generated by nonnegative integrable distributions 关于一类由非负可积分布生成的范数

IF 0.7

Dependence Modeling Pub Date : 2018-08-24 DOI: 10.1515/demo-2019-0014

M. Falk, G. Stupfler

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引用次数: 1

Predictive analytics of insurance claims using multivariate decision trees 使用多元决策树的保险索赔预测分析

IF 0.7

Dependence Modeling Pub Date : 2018-07-18 DOI: 10.1515/demo-2018-0022

Zhiyu Quan, Emiliano A. Valdez

{"title":"Predictive analytics of insurance claims using multivariate decision trees","authors":"Zhiyu Quan, Emiliano A. Valdez","doi":"10.1515/demo-2018-0022","DOIUrl":"https://doi.org/10.1515/demo-2018-0022","url":null,"abstract":"Abstract Because of its many advantages, the use of decision trees has become an increasingly popular alternative predictive tool for building classification and regression models. Its origins date back for about five decades where the algorithm can be broadly described by repeatedly partitioning the regions of the explanatory variables and thereby creating a tree-based model for predicting the response. Innovations to the original methods, such as random forests and gradient boosting, have further improved the capabilities of using decision trees as a predictive model. In addition, the extension of using decision trees with multivariate response variables started to develop and it is the purpose of this paper to apply multivariate tree models to insurance claims data with correlated responses. This extension to multivariate response variables inherits several advantages of the univariate decision tree models such as distribution-free feature, ability to rank essential explanatory variables, and high predictive accuracy, to name a few. To illustrate the approach, we analyze a dataset drawn from the Wisconsin Local Government Property Insurance Fund (LGPIF)which offers multi-line insurance coverage of property, motor vehicle, and contractors’ equipments.With multivariate tree models, we are able to capture the inherent relationship among the response variables and we find that the marginal predictive model based on multivariate trees is an improvement in prediction accuracy from that based on simply the univariate trees.","PeriodicalId":43690,"journal":{"name":"Dependence Modeling","volume":"6 1","pages":"377 - 407"},"PeriodicalIF":0.7,"publicationDate":"2018-07-18","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://sci-hub-pdf.com/10.1515/demo-2018-0022","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"48752020","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}

引用次数: 29

Constructions of copulas with given diagonal (and opposite diagonal) sections and some generalizations 给定对角(和对对角)截面的连曲线的构造及一些推广

IF 0.7

Dependence Modeling Pub Date : 2018-06-28 DOI: 10.1515/demo-2018-0009

J. Fernández-Sánchez, Manuel Úbeda-Flores

引用次数: 10

A generalized class of correlated run shock models 一类广义的相关运行冲击模型

IF 0.7

Dependence Modeling Pub Date : 2018-06-28 DOI: 10.1515/demo-2018-0008

Femin Yalçin, S. Eryilmaz, Ali Riza Bozbulut

引用次数: 4

Portfolio selection based on graphs: Does it align with Markowitz-optimal portfolios? 基于图的投资组合选择:是否符合马科维茨最优投资组合?