Spatial modelling of risk premiums for water damage insurance
DOI10.1080/03461238.2021.1951346zbMATH Open1496.91078OpenAlexW3191525902MaRDI QIDQ5073017FDOQ5073017
Authors: Jens Christian Wahl, Fredrik Lohne Aanes, Kjersti Aas, Sindre Froyn, Daniel Piacek
Publication date: 5 May 2022
Published in: Scandinavian Actuarial Journal (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03461238.2021.1951346
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Actuarial mathematics (91G05) Applications of statistics to actuarial sciences and financial mathematics (62P05)
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- Spatial modelling of claim frequency and claim size in non-life insurance
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Cited In (15)
- A TMB approach to study spatial variation in weather-generated claims in insurance
- Spatiotemporal interpolation through an extension of differential evolution algorithm for agricultural insurance claims
- Spatial Tweedie exponential dispersion models: an application to insurance rate-making
- Geographic Premium Rating by Whittaker Spatial Smoothing
- Geographic ratemaking with spatial embeddings
- Extreme value modelling of water-related insurance claims
- Using intraclass correlation coefficients to quantify spatial variability of catastrophe model errors
- Geoadditive regression for analyzing small-scale geographical variability in car insurance
- Title not available (Why is that?)
- Leveraging high-resolution weather information to predict hail damage claims: a spatial point process for replicated point patterns
- Pricing flood insurance with a hierarchical physics-based model
- A Markov-modulated tree-based gradient boosting model for auto-insurance risk premium pricing
- Spatial copula-based modeling of claim frequency and claim size in third-party car insurance: a Poisson-mixed approach for predictive analysis
- Territorial risk classification using spatially dependent frequency-severity models
- Spatial modelling of claim frequency and claim size in non-life insurance
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