Spatial modelling of risk premiums for water damage insurance

DOI10.1080/03461238.2021.1951346zbMath1496.91078OpenAlexW3191525902MaRDI QIDQ5073017

Kjersti Aas, Fredrik Lohne Aanes, Daniel Piacek, Sindre Froyn, Jens Christian Wahl

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

zbMATH Keywords

splinesINLAnon-life insuranceBYMICARMGCVwater damages

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Actuarial mathematics (91G05)

Related Items (1)

A TMB approach to study spatial variation in weather-generated claims in insurance

Uses Software

• R
• INLA
• mgcv
• gamair
• extRemes
• bench

Cites Work

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• Bayesian Premium Rating with Latent Structure
• A data driven binning strategy for the construction of insurance tariff classes
• Fast Stable Restricted Maximum Likelihood and Marginal Likelihood Estimation of Semiparametric Generalized Linear Models
• Boosting Insights in Insurance Tariff Plans with Tree-Based Machine Learning Methods

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