Holmes.LassoCredibility: Revision history

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18 July 2025

  • curprev 10:3310:33, 18 July 2025M5fun599 talk contribs 21,517 bytes +21,517 Created page with "'''Reading''': Holmes, T. & Casotto, M, “Penalized Regression and Lasso Credibility,” CAS Monograph #13, November 2024. Chapter 5. '''Synopsis''': In this reading we introduce the lasso credibility technique which is Holmes and Casotto's key contribution to the field of actuarial science in this monograph. We explore how restricting to ordinal and categorical variables allows us to introduce actuarially appropriate complements of credibility via offset terms in the..."