Zhiyu Quan

University of Connecticut - Department of Mathematics

196 Auditorium Rd U-3009

Storrs, CT 06269-3009

United States

SCHOLARLY PAPERS

2

DOWNLOADS

125

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (2)

1.

Predictive Analytics of Insurance Claims Using Multivariate Decision Trees

Number of pages: 32 Posted: 19 Jul 2018
Zhiyu Quan and Emiliano A. Valdez
University of Connecticut - Department of Mathematics and University of Connecticut - Department of Mathematics
Downloads 79 (309,954)

Abstract:

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tree-based models, univariate regression trees, random forests, gradient boosting, multivariate regression trees, multivariate tree boosting, predictive model of insurance claims

2.

Tree-Based Models for the Efficient Valuation of Large Variable Annuity Portfolios

Number of pages: 32 Posted: 28 Sep 2018
Zhiyu Quan, Guojun Gan and Emiliano A. Valdez
University of Connecticut - Department of Mathematics, University of Connecticut and University of Connecticut - Department of Mathematics
Downloads 46 (405,509)

Abstract:

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variable annuity, portfolio valuation, metamodeling, tree-based models