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ASTIN Webinar: What is AGLM from Technical Viewpoint

The 2021 Hachemeister Prize was awarded to a paper introducing the AGLM method. As the Award’s description says, the approach addresses a real need to balance the accuracy of data science techniques with the strong explanatory power of GLMs and the accompanying R package allows practicing actuaries to use the method easily. Practitioners, then, can reasonably feel free to use it even without comparing with other methods with potentially similar predictive powers.

In this presentation, however, the distinction between AGLM and other methods will be elaborated from a more technical viewpoint so that it will be made clearer where its strength comes from and what should be noted when using it. This talk is not a full-fledged presentation of scientific research nor a technical guide for practitioners but, rather, a delivery of concepts which hopefully helps grasp the essence of the prize-winning method.

May 3, 2022 05:00 AM in Eastern Time (US and Canada)