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• 10:54, 18 July 2025 M5fun599 talk contribs created page Holmes.CaseStudy (Created page with "'''Reading''': Holmes, T. & Casotto, M, “Penalized Regression and Lasso Credibility,” CAS Monograph #13, November 2024. Chapter 7. '''Synopsis''': In this article we follow Holmes and Casotto as they embark on a pricing exercise for a fictitious insurer. They construct a synthetic data set with known properties and explore using a GLM and lasso penalized regression to produce a countrywide model. This countrywide model becomes the basis for building state level mode...")