Mélanges de GLMs et nombre de composantes : application ... - Scor

C.7. Famille de produits “Structured Products”
Figure C.35 – Importance des variables explicatives, produit Structurés.
Variable importance for Structured_products (All) on
3 months basis
General and by class error rate of Structured_products (All) in
3 months basis
duration
face.amount
lapse.age
underwriting.age
saving.premium
duration.range
dist.channel
gender
savingPrem.range
fa.range
underwritingAge.range
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●
●
●
●
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Error
0.002 0.005 0.010 0.020 0.050 0.100 0.200 0.500
0 100 200 300
MeanDecreaseGini
0 10 20 30 40
trees
C.7.3
Boxplot des coefficients du modèle
−10 0 10 20 30
Comp. 1
Comp. 2
(Intercept)
ibex
Comp. 3
Comp. 4
(Intercept)
ibex
−10 0 10 20 30
Figure C.36 – Coefficients de régression des composantes, produits structurés.
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