Spatial modelling of claim frequency and claim size in non-life insurance

DOI10.1080/03461230701414764zbMath1150.91026OpenAlexW1988427103MaRDI QIDQ3505342

Susanne Gschlößl, Claudia Czado

Publication date: 18 June 2008

Published in: Scandinavian Actuarial Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03461230701414764

zbMATH Keywords

Bayesian inferencecompound Poisson modelproper scoring rulesnon-life insurancespatial regression models

Mathematics Subject Classification ID

Related Items (35)

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Cites Work

• Unnamed Item
• Compound Poisson models in actuarial risk theory
• Bayesian image restoration, with two applications in spatial statistics (with discussion)
• Non-life insurance mathematics. An introduction with stochastic processes.
• A Generalization of the Poisson Distribution
• Model choice: a minimum posterior predictive loss approach
• Posterior distribution of hierarchical models using CAR(1) distributions
• Fitting Tweedie's compound poisson model to insurance claims data
• Bayesian Premium Rating with Latent Structure
• Fitting Tweedie's Compound Poisson Model to Insurance Claims Data: Dispersion Modelling
• Bayesian Measures of Model Complexity and Fit
• Bayes Factors
• Strictly Proper Scoring Rules, Prediction, and Estimation
• DIC in variable selection

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