As we know in insurance sector claims follow exponential fmily distributions, so in oredr to build the claim severity models we use the GLM technique called gamma model.

I am trying to build insurance claim severity model in SAS using proc genmod with gamma distribution. i am getting very large values for 'scale deviance' and 'pearson scale deviance' (i.e value/df) in goodness of fit tests, where in for good model these values should be near to 1 .

what would be the probable reason for this and how could i get better results and is there any literature on gamma models used for claims severity modeling to cross validate the procedure.