Actuarial Notes

CAS Exam MAS-II Spring 2019, Question 39

Study guide: Exam MAS-II

A boosted tree model is defined by:

  • \lambda = 0.2
  • The following four trees:

You are given the following record:

X_1 X_2 X_3 X_4 X_5 X_6 X_7
N 6 Y 4 0.5 0.25 6

Calculate the prediction of the boosted tree model for this record.

  • A) Less than 2
  • B) At least 2, but less than 5
  • C) At least 5, but less than 8
  • D) At least 8, but less than 11
  • E) At least 11

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