A Markov-modulated tree-based gradient boosting model for auto-insurance risk premium pricing

Dennis Arku, Kwabena Doku-Amponsah, Nathaniel K. Howard. A Markov-modulated tree-based gradient boosting model for auto-insurance risk premium pricing. Risk and Decision Analysis, 8(1-2):1-13, 2020. [doi]

@article{ArkuDH20,
  title = {A Markov-modulated tree-based gradient boosting model for auto-insurance risk premium pricing},
  author = {Dennis Arku and Kwabena Doku-Amponsah and Nathaniel K. Howard},
  year = {2020},
  doi = {10.3233/RDA-180050},
  url = {https://doi.org/10.3233/RDA-180050},
  researchr = {https://researchr.org/publication/ArkuDH20},
  cites = {0},
  citedby = {0},
  journal = {Risk and Decision Analysis},
  volume = {8},
  number = {1-2},
  pages = {1-13},
}