Generalized Additive Models (GAMs)

  • Denuit M
  • Hainaut D
  • Trufin J
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Abstract

… This chapter is devoted to Generalized Additive Models (GAMs) which keep the additive decomposition of the score but allow the actuary to discover nonlinear effects of features like …

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Denuit, M., Hainaut, D., & Trufin, J. (2019). Generalized Additive Models (GAMs) (pp. 253–327). https://doi.org/10.1007/978-3-030-25820-7_6

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