Measuring Variable Importance in Generalized Linear Models for Modeling Size of Loss Distributions

Predictive modeling is a critical technique in many real-world applications, including auto insurance rate-making and the decision making of rate filings review for regulation purposes. It is also important in predicting financial and economic risk in business and economics. Unlike testing hypothese...

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Bibliographic Details
Main Authors: Shengkun Xie, Rebecca Luo
Format: Article
Language:English
Published: MDPI AG 2022-05-01
Series:Mathematics
Subjects:
Online Access:https://www.mdpi.com/2227-7390/10/10/1630