Recommendations
- Nonlife ratemaking and risk management with Bayesian generalized additive models for location, scale, and shape
- Bayesian Premium Rating with Latent Structure
- Dynamic Bayesian ratemaking: a Markov chain approximation approach
- Bayesian ratemaking under Dirichlet process mixtures
- Spatial modelling of claim frequency and claim size in non-life insurance
Cites work
- scientific article; zbMATH DE number 3816913 (Why is no real title available?)
- 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 1323217 (Why is no real title available?)
- scientific article; zbMATH DE number 472973 (Why is no real title available?)
- A practical guide to splines
- A primer on Markov chain Monte Carlo
- Bayesian Measures of Model Complexity and Fit
- Bayesian Premium Rating with Latent Structure
- Bayesian image restoration, with two applications in spatial statistics (with discussion)
- Bayesian semiparametric regression analysis of multicategorical time-space data
- Fitting Tweedie's compound poisson model to insurance claims data
- Flexible smoothing with B-splines and penalties. With comments and a rejoinder by the authors
- Generalized Pareto Fit to the Society of Actuaries’ Large Claims Database
- Generalized structured additive regression based on Bayesian P-splines
- Inference in Generalized Additive Mixed Models by Using Smoothing Splines
- Multivariate adaptive regression splines
- Multivariate statistical modelling based on generalized linear models.
- Principal Applications of Bayesian Methods in Actuarial Science
- Semiparametric Regression
- Smoothing and mixed models
- Thin Plate Regression Splines
Cited in
(22)- The negative binomial-inverse Gaussian regression model with an application to insurance ratemaking
- Ratemaking in a changing environment
- Risk classification in life and health insurance: extension to continuous covariates
- Bayesian Poisson log-bilinear mortality projections
- Modeling non-life insurance price for risk without historical information
- Spatial Tweedie exponential dispersion models: an application to insurance rate-making
- GAMLSS for Longitudinal Multivariate Claim Count Models
- Geographic ratemaking with spatial embeddings
- Sparse regression with multi-type regularized feature modeling
- Statistical concepts of \textit{a priori} and \textit{a posteriori} risk classification in insurance
- Semi-parametric accelerated hazard relational models with applications to mortality projections
- Risk classification for claim counts: a comparative analysis of various zero-inflated mixed Poisson and hurdle models
- Nonlife ratemaking and risk management with Bayesian generalized additive models for location, scale, and shape
- Actuarial statistics with generalized linear mixed models
- Multivariate modelling of household claim frequencies in motor third-party liability insurance
- A data driven binning strategy for the construction of insurance tariff classes
- Boosting insights in insurance tariff plans with tree-based machine learning methods
- Frequency-severity experience rating based on latent Markovian risk profiles
- A Markov-modulated tree-based gradient boosting model for auto-insurance risk premium pricing
- Empirical risk assessment of maintenance costs under full-service contracts
- Fitting Nonstationary Cox Processes: An Application to Fire Insurance Data
- Testing Alternative Regression Frameworks for Predictive Modeling of Health Care Costs
This page was built for publication: Non-life rate-making with Bayesian GAMs
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2485533)