Motor insurance claim modelling with factor collapsing and Bayesian model averaging

DOI10.1002/STA4.180MaRDI QIDQ6541452zbMATH OpenFDO

Authors Sen Hu, Adrian O'Hagan, Thomas Brendan Murphy

Publication date 19 May 2024

Published in Stat (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1002/STA4.180

zbMATH Keywords

Bayesian model averagingcategorical variable selectionclusteringfactor collapsinggeneral insurance pricinggeneralized linear model

Mathematics Subject Classification ID

Statistics (62-XX)

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Cited in

(1)

• Outlier robust model averaging based on \(_{}\) criterion

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