A Fuzzy Random Survival Forest for Predicting Lapses in Insurance Portfolios Containing Imprecise Data

نویسندگان

چکیده

We propose a fuzzy random survival forest (FRSF) to model lapse rates in life insurance portfolio containing imprecise or incomplete data such as missing, outlier, noisy values. Following the methodology, FRSF is proposed new machine learning technique for solving time-to-event using an ensemble of multiple trees. In process, combination methods c-index, sets theory, and trees enable automatic handling data. analyse results several experiments test them statistically; they show FRSF’s robustness, verifying that its generalisation capacity not reduced when modelling Furthermore, obtained real company demonstrate has better performance comparison with other state-of-the-art algorithms traditional Cox tree-based techniques forest.

برای دانلود رایگان متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

Survival of Dialysis Patients Using Random Survival Forest Model in Low-Dimensional Data with Few-Events

Background:Dialysis is a process for eliminating extra uremic fluids of patients with chronic renal failure. The present study aimed to determine the variables that influence the survival of dialysis patients using random survival forest model (RSFM) in low-dimensional data with low events per variable (EPV). Methods:In this historical cohort study, infor...

متن کامل

A fuzzy random forest

When individual classifiers are combined appropriately, a statistically significant increase in classification accuracy is usually obtained. Multiple classifier systems are the result of combining several individual classifiers. Following Breiman’s methodology, in this paper a multiple classifier system based on a “forest” of fuzzy decision trees, i.e., a Fuzzy Random Forest, is proposed. This ...

متن کامل

Data envelopment analysis for imprecise data in Buyer-Seller Relationship

In the environment of business‐to‐business e‐commerce, Buyers and sellers in mature industrial markets can turn single transactions into long-term beneficial relationships by a deeper understanding of the complex connection between the two and buyers and sellers are uncertain about their roles. A “must-do” for the sellers, in particular, is to understand patterns of investment and reward,...

متن کامل

Random rotation survival forest for high dimensional censored data

Recently, rotation forest has been extended to regression and survival analysis problems. However, due to intensive computation incurred by principal component analysis, rotation forest often fails when high-dimensional or big data are confronted. In this study, we extend rotation forest to high dimensional censored time-to-event data analysis by combing random subspace, bagging and rotation fo...

متن کامل

an application of fuzzy logic for car insurance underwriting

در ایران بیمه خودرو سهم بزرگی در صنعت بیمه دارد. تعیین حق بیمه مناسب و عادلانه نیازمند طبقه بندی خریداران بیمه نامه براساس خطرات احتمالی آنها است. عوامل ریسکی فراوانی می تواند بر این قیمت گذاری تاثیر بگذارد. طبقه بندی و تعیین میزان تاثیر گذاری هر عامل ریسکی بر قیمت گذاری بیمه خودرو پیچیدگی خاصی دارد. در این پایان نامه سعی در ارائه راهی جدید برای طبقه بندی عوامل ریسکی با استفاده از اصول و روش ها...

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

ژورنال

عنوان ژورنال: Mathematics

سال: 2022

ISSN: ['2227-7390']

DOI: https://doi.org/10.3390/math11010198