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Weighted CART algorithm for censored data

Author

Listed:
  • Xavier Milhaud

    (SAF - Laboratoire de Sciences Actuarielle et Financière - UCBL - Université Claude Bernard Lyon 1 - Université de Lyon)

  • Pierre-Emmanuel Thérond

    (Galea & Associés, SAF - Laboratoire de Sciences Actuarielle et Financière - UCBL - Université Claude Bernard Lyon 1 - Université de Lyon)

  • Olivier Lopez

    (LSTA - Laboratoire de Statistique Théorique et Appliquée - UPMC - Université Pierre et Marie Curie - Paris 6 - CNRS - Centre National de la Recherche Scientifique)

Abstract

Mise en oeuvre, dans le cadre du provisionnement du risque de maintien en arrêt de travail par un assureur, de méthodes d'arbres de régression et de classification en présence de données censurées à droite.

Suggested Citation

  • Xavier Milhaud & Pierre-Emmanuel Thérond & Olivier Lopez, 2016. "Weighted CART algorithm for censored data," Post-Print hal-01396747, HAL.
    • Handle: RePEc:hal:journl:hal-01396747
    as

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