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What is Non-Linear GLM Modeling in Actuarial Science about?

This document discusses techniques for creating generalized linear models (GLMs) to capture non-linear relationships in actuarial modeling. Specifically, it describes how to manage the number of parameters through variable transformations and integrate priors on coefficients to control for overfitting when fitting hundreds of parameters. It also introduces leveraging credibility to automatically create models using indicator functions while ensuring coherence between coefficients.

Author

Stanley Wang

Language

EN