Geoadditive regression for analyzing small-scale geographical variability in car insurance

DOI10.1007/S11857-007-0014-2MaRDI QIDQ2384683zbMATH OpenOpenAlexWikidataFDO

Authors Ludwig Fahrmeir, Frank Sagerer, Gerald Sussmann

Publication date 10 October 2007

Published in Blätter der DGVFM (Deutsche Gesellschaft für Versicherungs- und Finanzmathematik) (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s11857-007-0014-2

Mathematics Subject Classification ID

Empirical decision procedures; empirical Bayes procedures (62C12) Inference from spatial processes (62M30) Random fields; image analysis (62M40) Applications of statistics to actuarial sciences and financial mathematics (62P05)

Recommendations

• Estimation and inference for generalized geoadditive models
• Spatial modelling of risk premiums for water damage insurance
• Spatial modelling of claim frequency and claim size in non-life insurance
• Geoadditive Models
• Nonlife ratemaking and risk management with Bayesian generalized additive models for location, scale, and shape

Cites work

• Flexible smoothing with B-splines and penalties. With comments and a rejoinder by the authors
• Generalized structured additive regression based on Bayesian P-splines
• scientific article; zbMATH DE number 47282 (Why is no real title available?)
• scientific article; zbMATH DE number 47310 (Why is no real title available?)
• scientific article; zbMATH DE number 5028777 (Why is no real title available?)
• scientific article; zbMATH DE number 2222295 (Why is no real title available?)
• Mixed model-based inference in geoadditive hazard regression for interval-censored survival times
• Structured Additive Regression for Categorical Space–Time Data: A Mixed Model Approach

Cited in

(5)

• Geoadditive Models
• Spatial modelling of risk premiums for water damage insurance
• Estimation and inference for generalized geoadditive models
• A Spatial Cross-Sectional Credibility Model with Dependence Among Risks
• A TMB approach to study spatial variation in weather-generated claims in insurance

Describes a project that uses

Uses Software

• BayesX

This page was built for publication: Geoadditive regression for analyzing small-scale geographical variability in car insurance

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2384683)