From GLMs to comprehensive insurance pricing : techniques and challenges

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<dc:creator>Deacon, David</dc:creator>
<dc:creator>Guillén Estany, Montserrat</dc:creator>
<dc:creator>Martinelli, Max</dc:creator>
<dc:creator>Chalk, Alan</dc:creator>
<dc:creator>Casualty Actuarial Society</dc:creator>
<dc:date>2026</dc:date>
<dc:description xml:lang="es">Information about the other authors: David Deacon, Montserrat Guillén, Max Martinelli</dc:description>
<dc:description xml:lang="es">Sumario: The CAS monograph "Generalized Linear Models for Insurance Ratings" by Goldburd et al. (2025) is a comprehensive guide to creating insurance rating plans with generalized linear models (GLMs). It covers the technical foundations of GLMs and practical topics, such as the model-building process, data preparation, selection of model form, model refinement, and model validation. This monograph assumes that the reader is familiar with Goldburd et al. (2025)  and uses case studies to focus on various practical challenges in building GLMs. Many of these challenges, along with suggested solutions, have been mentioned in the CAS GLM monograph. Here, we expand on and demonstrate these solutions using the case studies and discuss some additional practical challenges</dc:description>
<dc:format xml:lang="en">application/pdf</dc:format>
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<dc:identifier>https://documentacion.fundacionmapfre.org/documentacion/publico/es/bib/190510.do</dc:identifier>
<dc:language>eng</dc:language>
<dc:publisher>Casualty Actuarial Society</dc:publisher>
<dc:rights xml:lang="es">InC - http://rightsstatements.org/vocab/InC/1.0/</dc:rights>
<dc:subject xml:lang="es">Tarificación</dc:subject>
<dc:subject xml:lang="es">Modelos GLM</dc:subject>
<dc:subject xml:lang="es">Modelos actuariales</dc:subject>
<dc:subject xml:lang="es">Modelos lineales generalizados</dc:subject>
<dc:subject xml:lang="es">Clasificación de riesgos</dc:subject>
<dc:subject xml:lang="es">Casos prácticos</dc:subject>
<dc:type xml:lang="es">Books</dc:type>
<dc:title xml:lang="es">From GLMs to comprehensive insurance pricing : techniques and challenges</dc:title>
<dc:relation xml:lang="es">CAS Monograph series</dc:relation>
<dc:relation xml:lang="es">Documento relacionado: Generalized linear models for insurance rating. - Arlington, VA : Casualty Actuarial Society, 2025. - ISBN 978-1-7333294-4-6</dc:relation>
<dc:description xml:lang="es">Introduction -- The case studies -- Performance measurement -- Penalized regression -- Nonlinear effects -- High Cardinality Categorical Variables (HCCVs) -- Highly Correlated Variables -- Modeling in Two Stages -- Learning From Black-Box Models -- Challenges and Considerations in Ratemaking Models -- Bibliography</dc:description>
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