Explaining functional principal component analysis to actuarial science with an example on vehicle insurance

DOI10.1016/J.INSMATHECO.2009.07.003zbMath1231.91234OpenAlexW1991976535MaRDI QIDQ659139

M. M. Segovia-Gonzalez, P. Herranz, Flor M. Guerrero

Publication date: 10 February 2012

Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.insmatheco.2009.07.003

zbMATH Keywords

functional principal component analysisclaims ratiovehicle insurance

Mathematics Subject Classification ID

Related Items (1)

Penalized PCA approaches for B-spline expansions of smooth functional data

Uses Software

• fda (R)

Cites Work

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• Some properties of smoothed principal components analysis for functional data
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• Modelling different types of automobile insurance fraud behaviour in the Spanish market
• Functional data analysis
• Applied functional data analysis. Methods and case studies
• Smoothed functional principal components analysis by choice of norm
• Properties of principal component methods for functional and longitudinal data analysis
• Approximation of estimators in the PCA of a stochastic process using B-splines
• Principal Modes of Variation for Processes with Continuous Sample Curves

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