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18 July 2025

  • curprev 10:3410:34, 18 July 2025‎ M5fun599 talk contribs‎ 24,329 bytes +24,329‎ Created page with "'''Reading''': Holmes, T. & Casotto, M, “Penalized Regression and Lasso Credibility,” CAS Monograph #13, November 2024. Chapter 6. '''Synopsis''': In this article we explore how to review lasso credibility models and briefly contrast this with reviewing a GLM. The focus shifts from variable significance (GLMs) to reviewing the actuarial appropriateness of the chosen complement of credibility and assessing the validity of the selected lambda penalty parameter. We int..."
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