User contributions for M5fun599

10:4810:48, 18 July 2025 diff hist 0‎ N File:Holmes Figure 7 22.png ‎No edit summary current
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10:3410:34, 18 July 2025 diff hist +24,329‎ N Holmes.Diagnostics ‎ 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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10:3310:33, 18 July 2025 diff hist +21,517‎ N Holmes.LassoCredibility ‎ 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..."
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10:3210:32, 18 July 2025 diff hist +19,831‎ N Holmes.BiasAndVariance ‎ Created page with "'''Reading''': Holmes, T. & Casotto, M, “Penalized Regression and Lasso Credibility,” CAS Monograph #13, November 2024. Chapter 4. '''Synopsis''': In this article we examine the bias-variance trade-off and how this problem is approached in a traditional GLM. We see how penalized regression improves on the traditional GLM approach and explore how it can be viewed as a form of credibility weighting. ==Study Tips== This article is heavy on theory and lays the groundwo..."
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10:3110:31, 18 July 2025 diff hist +15,718‎ N Holmes.Transformations ‎ Created page with "'''Reading''': Holmes, T. & Casotto, M, “Penalized Regression and Lasso Credibility,” CAS Monograph #13, November 2024. Chapter 3 Sections 3.4 – 3.5. '''Synopsis''': This is a brief reading which covers how to code various types of data for inclusion in the penalized GLM framework. We explore the impact of penalization on the coefficients for each different type of variable. ==Study Tips== Read this material fairly quickly and do the flashcards from time to time...."
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10:3010:30, 18 July 2025 diff hist +27,944‎ N Holmes.PenalizedRegression ‎ Created page with "'''Reading''': Holmes, T. & Casotto, M, “Penalized Regression and Lasso Credibility,” CAS Monograph #13, November 2024. Chapter 3, Sections 3.1 — 3.3. '''Synopsis''': We introduce the concept of penalized regression which is an extension of the GLM framework that incorporates a measure of the model complexity. We explore three common types of penalty term (ridge, lasso, and elastic net), looking at how the size of the penalty parameter impacts the beta coeffic..."
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10:2610:26, 18 July 2025 diff hist +24,845‎ N Holmes.Intro ‎ Created page with "'''Reading''': Holmes, T. & Casotto, M, “Penalized Regression and Lasso Credibility,” CAS Monograph #13, November 2024. Chapters 1 and 2. '''Synopsis''': In this reading we cover a brief refresher of the early content found in the GLM monograph. We explore a couple of scenarios which motivate us to think about the credibility/volume of data underpinning each GLM coefficient. We conclude with a discussion on the limitations of ''p''-values and significance testing pl..."
10:2510:25, 18 July 2025 diff hist +5,556‎ m BattleBriefings ‎No edit summary

11:5811:58, 18 June 2025 diff hist +228‎ m BattleBriefings ‎ →‎By Rank (based roughly on pts-per-exam over recent exams)
11:5411:54, 18 June 2025 diff hist +21,434‎ N ASOP25.Credibility ‎ Created page with "'''Reading''': Actuarial Standards Board of the American Academy of Actuaries, “Credibility Procedures”, December 2013. '''Synopsis''': This standard of practice covers key terminology and provides guidance on the development and selection of a credibility procedure. It also reminds actuaries of the necessary disclosures which should be made when working with credibility topics. ==Study Tips== This is a short and straightforward reading that's probably only one que..."
11:5311:53, 18 June 2025 diff hist +443‎ m BattleBriefings ‎ →‎Recommended Reading Order