Summary

Using Generalized Linear Models, you have fit a gamma regression to the claims data. Note that while the canonical link function for the gamma distribution was used in this model, a log link will also give reasonable results. In general, it is difficult to impossible to directly compare models with different link functions; however, the log link is a special case of the power link where the exponent is 0, thus you can compare the deviances of a model with a log link and a model with a power link to determine which gives the better fit (see, for example, section 11.3 of McCullagh and Nelder).

Explanations of the mathematical foundations of the modeling methods used in IBM® SPSS® Modeler are listed in the IBM SPSS Modeler Algorithms Guide.