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Claim severity modeling with tree-based machine learning methods

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Claim severity modeling with tree-based machine learning methods

This document is a supplementary material that accompanies our research paper on Boosting insights in insurance tariff plans with tree-based machine learning, available on arXiv. In the paper, the results obtained with tree-based machine learning methods for claim frequencies are extensively discussed. This document provides the results for the claim severities regarding both model building and model interpretation.

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