Bayesian modeling of insurance claims for hail damage

DOI10.1214/24-aoas1925MaRDI QIDQ6665497

Ophélia Miralles, Anthony C. Davison

Publication date: 17 January 2025

Published in: The Annals of Applied Statistics (Search for Journal in Brave)

zbMATH Keywords

extreme value analysisBayesian modelingclimate extremesline processhail damage

Mathematics Subject Classification ID

Applications of statistics (62Pxx)

Cites Work

• The No-U-Turn Sampler: Adaptively Setting Path Lengths in Hamiltonian Monte Carlo
• Extreme value modelling of water-related insurance claims
• Spherical process models for global spatial statistics
• Basin-wide spatial conditional extremes for severe ocean storms
• A spliced gamma-generalized Pareto model for short-term extreme wind speed probabilistic forecasting
• Severity modeling of extreme insurance claims for tariffication
• Spatiotemporal wildfire modeling through point processes with moderate and extreme marks
• Future building water loss projections posed by climate change
• Gibbs Sampling
• Equation of State Calculations by Fast Computing Machines
• Monte Carlo sampling methods using Markov chains and their applications
• Modelling the spatial extent and severity of extreme European windstorms

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