Havrylenko, Yevhen; Heger, Julia - In: European Actuarial Journal 14 (2023) 2, pp. 551-580
The quality of generalized linear models (GLMs), frequently used by insurance companies, depends on the choice of interacting variables. The search for interactions is time-consuming, especially for data sets with a large number of variables, depends much on expert judgement of actuaries, and...
