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

DOI10.1007/s43069-023-00250-3zbMath1530.91516OpenAlexW4387530988MaRDI QIDQ6063793

Hans Julius Skaug, Ingrid Sandvig Thorsen, Bård Støve

Publication date: 12 December 2023

Published in: SN Operations Research Forum (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s43069-023-00250-3

zbMATH Keywords

TMBgeneralized linear mixed modelsINLAinsurance claimsspatial modelingGaussian Markov random fields

Mathematics Subject Classification ID

PDEs with randomness, stochastic partial differential equations (35R60) Actuarial mathematics (91G05)

Cites Work

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• Spatial modelling of claim frequency and claim size in non-life insurance
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