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.
Download this repository to obtain the html file and open it in your favorite browser or simply preview the file on http://htmlpreview.github.io/?https://github.com/henckr/sevtree/blob/master/sevtree.html (TOC not rendered in GitHub html preview).