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Detection of interacting variables for generalized linear models via neural networks

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003  MAP
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008  240830e20240815che|||p |0|||b|eng d
040  ‎$a‎MAP‎$b‎spa‎$d‎MAP
084  ‎$a‎219
1001 ‎$0‎MAPA20240021047‎$a‎Havrylenko, Yevhen
24510‎$a‎Detection of interacting variables for generalized linear models via neural networks‎$c‎Yevhen Havrylenko & Julia Heger
520  ‎$a‎In this paper, we propose a methodology for the detection of the next-best interaction that is missing in a benchmark GLM. We aim at improving an arbitrary but fixed existing benchmark GLM instead of creating a new GLM from scratch. Building a new GLM may necessitate drastic changes in the tariff of the MTPL insurance. Large changes in tariffs are not desired by insurance companies for their existing business lines. Instead, GLMs need to be improved gradually
650 4‎$0‎MAPA20080586294‎$a‎Mercado de seguros
650 4‎$0‎MAPA20080590567‎$a‎Empresas de seguros
650 4‎$0‎MAPA20080627904‎$a‎Ciencias Actuariales y Financieras
7001 ‎$0‎MAPA20240021054‎$a‎Heger, Julia
7730 ‎$w‎MAP20220007085‎$g‎15/08/2024 Volumen 14 - Número 2 - agosto 2024 , p. 551-580‎$t‎European Actuarial Journal‎$d‎Cham, Switzerland : Springer Nature Switzerland AG, 2021-2022
856  ‎$u‎https://link.springer.com/article/10.1007/s13385-023-00362-4