Detection of interacting variables for generalized linear models via neural networks

DOI10.1007/S13385-023-00362-4zbMATH Open1542.91342MaRDI QIDQ6593147

Yevhen Havrylenko, Julia Heger

Publication date: 26 August 2024

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

zbMATH Keywords

neural networkgeneralized linear modelinteraction detectionmodel interpretabilityinsurance claims prediction

Mathematics Subject Classification ID

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

Cites Work

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• Predictive learning via rule ensembles
• Bias regularization in neural network models for general insurance pricing
• Non-Life Insurance Pricing with Generalized Linear Models
• Actuarial Modelling of Claim Counts
• A data driven binning strategy for the construction of insurance tariff classes
• LocalGLMnet: interpretable deep learning for tabular data
• Statistical Foundations of Actuarial Learning and its Applications

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