Matches in SemOpenAlex for { <https://semopenalex.org/work/W2964496970> ?p ?o ?g. }
- W2964496970 endingPage "356" @default.
- W2964496970 startingPage "339" @default.
- W2964496970 abstract "Actuarial practitioners now have access to multiple sources of insurance data corresponding to various situations: multiple business lines, umbrella coverage, multiple hazards, and so on. Despite the wide use and simple nature of single-target approaches, modeling these types of data may benefit from an approach performing variable selection jointly across the sources. We propose a unified algorithm to perform sparse learning of such fused insurance data under the Tweedie (compound Poisson) model. By integrating ideas from multitask sparse learning and sparse Tweedie modeling, our algorithm produces flexible regularization that balances predictor sparsity and between-sources sparsity. When applied to simulated and real data, our approach clearly outperforms single-target modeling in both prediction and selection accuracy, notably when the sources do not have exactly the same set of predictors. An efficient implementation of the proposed algorithm is provided in our R package MStweedie, which is available at https://github.com/fontaine618/MStweedie. Supplementary materials for this article are available online." @default.
- W2964496970 created "2019-08-13" @default.
- W2964496970 creator A5007056654 @default.
- W2964496970 creator A5035153981 @default.
- W2964496970 creator A5037149668 @default.
- W2964496970 creator A5055952802 @default.
- W2964496970 creator A5062321525 @default.
- W2964496970 date "2019-09-05" @default.
- W2964496970 modified "2023-09-26" @default.
- W2964496970 title "A Unified Approach to Sparse Tweedie Modeling of Multisource Insurance Claim Data" @default.
- W2964496970 cites W1015092553 @default.
- W2964496970 cites W1966592054 @default.
- W2964496970 cites W1981657694 @default.
- W2964496970 cites W1987084611 @default.
- W2964496970 cites W1987371344 @default.
- W2964496970 cites W1992601594 @default.
- W2964496970 cites W1994309289 @default.
- W2964496970 cites W1994927285 @default.
- W2964496970 cites W2003074969 @default.
- W2964496970 cites W2008681357 @default.
- W2964496970 cites W2012994662 @default.
- W2964496970 cites W2020247811 @default.
- W2964496970 cites W2020925091 @default.
- W2964496970 cites W2033160241 @default.
- W2964496970 cites W2042408641 @default.
- W2964496970 cites W2045220410 @default.
- W2964496970 cites W2050878697 @default.
- W2964496970 cites W2054065713 @default.
- W2964496970 cites W2056480773 @default.
- W2964496970 cites W2057939108 @default.
- W2964496970 cites W2059586969 @default.
- W2964496970 cites W2077964948 @default.
- W2964496970 cites W2081100032 @default.
- W2964496970 cites W2094333688 @default.
- W2964496970 cites W2100556411 @default.
- W2964496970 cites W2105811751 @default.
- W2964496970 cites W2112523907 @default.
- W2964496970 cites W2126429052 @default.
- W2964496970 cites W2131060185 @default.
- W2964496970 cites W2135046866 @default.
- W2964496970 cites W2138019504 @default.
- W2964496970 cites W2147398580 @default.
- W2964496970 cites W2147574125 @default.
- W2964496970 cites W2151738960 @default.
- W2964496970 cites W2151936972 @default.
- W2964496970 cites W2158698691 @default.
- W2964496970 cites W2159514083 @default.
- W2964496970 cites W2168703246 @default.
- W2964496970 cites W2180180824 @default.
- W2964496970 cites W2276762430 @default.
- W2964496970 cites W2325136739 @default.
- W2964496970 cites W2336133126 @default.
- W2964496970 cites W2351365142 @default.
- W2964496970 cites W2465940576 @default.
- W2964496970 cites W2498163950 @default.
- W2964496970 cites W2554629788 @default.
- W2964496970 cites W2787894218 @default.
- W2964496970 cites W2963168238 @default.
- W2964496970 cites W3103144163 @default.
- W2964496970 cites W3104533819 @default.
- W2964496970 cites W4294541781 @default.
- W2964496970 doi "https://doi.org/10.1080/00401706.2019.1647881" @default.
- W2964496970 hasPublicationYear "2019" @default.
- W2964496970 type Work @default.
- W2964496970 sameAs 2964496970 @default.
- W2964496970 citedByCount "5" @default.
- W2964496970 countsByYear W29644969702020 @default.
- W2964496970 countsByYear W29644969702021 @default.
- W2964496970 countsByYear W29644969702022 @default.
- W2964496970 countsByYear W29644969702023 @default.
- W2964496970 crossrefType "journal-article" @default.
- W2964496970 hasAuthorship W2964496970A5007056654 @default.
- W2964496970 hasAuthorship W2964496970A5035153981 @default.
- W2964496970 hasAuthorship W2964496970A5037149668 @default.
- W2964496970 hasAuthorship W2964496970A5055952802 @default.
- W2964496970 hasAuthorship W2964496970A5062321525 @default.
- W2964496970 hasBestOaLocation W29644969702 @default.
- W2964496970 hasConcept C111472728 @default.
- W2964496970 hasConcept C119857082 @default.
- W2964496970 hasConcept C124101348 @default.
- W2964496970 hasConcept C138885662 @default.
- W2964496970 hasConcept C148483581 @default.
- W2964496970 hasConcept C154945302 @default.
- W2964496970 hasConcept C177264268 @default.
- W2964496970 hasConcept C199360897 @default.
- W2964496970 hasConcept C2776135515 @default.
- W2964496970 hasConcept C2780586882 @default.
- W2964496970 hasConcept C41008148 @default.
- W2964496970 hasConcept C58489278 @default.
- W2964496970 hasConcept C81917197 @default.
- W2964496970 hasConcept C93959086 @default.
- W2964496970 hasConceptScore W2964496970C111472728 @default.
- W2964496970 hasConceptScore W2964496970C119857082 @default.
- W2964496970 hasConceptScore W2964496970C124101348 @default.
- W2964496970 hasConceptScore W2964496970C138885662 @default.
- W2964496970 hasConceptScore W2964496970C148483581 @default.
- W2964496970 hasConceptScore W2964496970C154945302 @default.
- W2964496970 hasConceptScore W2964496970C177264268 @default.