Applications of multilevel structured additive regression models to insurance data

DOI10.1007/978-3-7908-2604-3_14MaRDI QIDQ3298461zbMATH OpenOpenAlexFDO

Authors Stefan Lang, Nikolaus Umlauf

Publication date 14 July 2020

Published in Proceedings of COMPSTAT'2010 (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/978-3-7908-2604-3_14

zbMATH Keywords

Bayesian hierarchical modelsmultilevel modelsP-splinesspatial heterogeneity

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Bayesian inference (62F15) Applications of statistics to actuarial sciences and financial mathematics (62P05)

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Cites work

• Generalized structured additive regression based on Bayesian P-splines
• scientific article; zbMATH DE number 2222295 (Why is no real title available?)
• Simultaneous selection of variables and smoothing parameters in structured additive regression models

Cited in

(2)

• Multidimensional smoothing by adaptive local kernel-weighted log-likelihood: application to long-term care insurance
• Multilevel structured additive regression

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