2 papers
stat.AP2019
Boosting insights in insurance tariff plans with tree-based machine learning methods
Roel Henckaerts, Marie-Pier Côté, Katrien Antonio +1
Pricing actuaries typically operate within the framework of generalized linear models (GLMs). With the upswing of data analytics, our study puts focus on machine learning methods t…
stat.CO2018
Sparse Regression with Multi-type Regularized Feature Modeling
Sander Devriendt, Katrien Antonio, Tom Reynkens +1
Within the statistical and machine learning literature, regularization techniques are often used to construct sparse (predictive) models. Most regularization strategies only work f…