Predictive Models A Practical Guide for Practitioners and Regulators

Link
https://www.casact.org/sites/default/files/database/pdf_practical_guide_for_evaluating_predictive_models_closter_carmean.pdf
Abstract

Motivation: Provide guidance with respect to the creation, testing, documentation, and evaluation of predictive models, in particular Generalized Linear Models.

Approach: Compact summary of data organization & preparation, variable usage & selection, model evaluation, and algorithm building.

 

Page
1-11
Year
2019
Keywords
generalized linear modeling; rating algorithms
Categories
Financial and Statistical Methods
Statistical Models and Methods
Generalized Linear Modeling
Authors
Don Closter
Caryn Carmean
Formerly on syllabus
Off