Detection of interacting variables for generalized linear models via neural networks

DOI10.1007/S13385-023-00362-4zbMATH Open1542.91342MaRDI QIDQ6593147FDOQ6593147

Authors: Yevhen Havrylenko, Julia Heger 

Publication date: 26 August 2024

Published in: European Actuarial Journal (Search for Journal in Brave)

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zbMATH Keywords

generalized linear modelneural networkinteraction detectionmodel interpretabilityinsurance claims prediction

Mathematics Subject Classification ID

Actuarial mathematics (91G05) Artificial neural networks and deep learning (68T07)

Cites Work

• Predictive learning via rule ensembles
• Title not available (Why is that?)
• Title not available (Why is that?)
• Actuarial Modelling of Claim Counts
• Non-life insurance pricing with generalized linear models
• Bias regularization in neural network models for general insurance pricing
• A data driven binning strategy for the construction of insurance tariff classes
• Statistical foundations of actuarial learning and its applications
• LocalGLMnet: interpretable deep learning for tabular data

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