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A Bayesian hierarchical model with spatial variable selection: the effect of weather on insurance claims

Author

Listed:
  • Ida Scheel
  • Egil Ferkingstad
  • Arnoldo Frigessi
  • Ola Haug
  • Mikkel Hinnerichsen
  • Elisabeth Meze-Hausken

Abstract

No abstract is available for this item.

Suggested Citation

  • Ida Scheel & Egil Ferkingstad & Arnoldo Frigessi & Ola Haug & Mikkel Hinnerichsen & Elisabeth Meze-Hausken, 2013. "A Bayesian hierarchical model with spatial variable selection: the effect of weather on insurance claims," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 62(1), pages 85-100, January.
    • Handle: RePEc:bla:jorssc:v:62:y:2013:i:1:p:85-100
    DOI: j.1467-9876.2012.01039.x
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    File URL: http://hdl.handle.net/10.1111/j.1467-9876.2012.01039.x
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    Citations

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    Cited by:

    1. Christian Biener & Martin Eling & Shailee Pradhan, 2015. "Recent Research Developments Affecting Nonlife Insurance—The CAS Risk Premium Project 2013 Update," Risk Management and Insurance Review, American Risk and Insurance Association, vol. 18(1), pages 129-141, March.
    2. Alexandre Mornet & Thomas Opitz & Michel Luzi & Stéphane Loisel, 2015. "Index for predicting insurance claims from wind storms with an application in France," Post-Print hal-01081758, HAL.
    3. Wenning Feng & Abdhi Sarkar & Chae Young Lim & Tapabrata Maiti, 2016. "Variable selection for binary spatial regression: Penalized quasi‐likelihood approach," Biometrics, The International Biometric Society, vol. 72(4), pages 1164-1172, December.
    4. Alexandre Mornet & Thomas Opitz & Michel Luzi & Stéphane Loisel, 2015. "Index for Predicting Insurance Claims from Wind Storms with an Application in France," Risk Analysis, John Wiley & Sons, vol. 35(11), pages 2029-2056, November.
    5. Verschuren, Robert Matthijs, 2022. "Frequency-severity experience rating based on latent Markovian risk profiles," Insurance: Mathematics and Economics, Elsevier, vol. 107(C), pages 379-392.
    6. Lyubchich, Vyacheslav & Gel, Yulia R., 2016. "A local factor nonparametric test for trend synchronism in multiple time series," Journal of Multivariate Analysis, Elsevier, vol. 150(C), pages 91-104.
    7. C Rohrbeck & D A Costain & A Frigessi, 2018. "Bayesian spatial monotonic multiple regression," Biometrika, Biometrika Trust, vol. 105(3), pages 691-707.
    8. Ben Ammar, Semir & Braun, Alexander & Eling, Martin, 2015. "Alternative Risk Transfer and Insurance-Linked Securities: Trends, Challenges and New Market Opportunities," I.VW HSG Schriftenreihe, University of St.Gallen, Institute of Insurance Economics (I.VW-HSG), volume 56, number 56.
    9. Laura F. Boehm Vock & Brian J. Reich & Montserrat Fuentes & Francesca Dominici, 2015. "Spatial variable selection methods for investigating acute health effects of fine particulate matter components," Biometrics, The International Biometric Society, vol. 71(1), pages 167-177, March.
    10. Alexandre Mornet & Thomas Opitz & Michel Luzi & Stéphane Loisel, 2014. "Construction of an Index that links Wind Speeds and Strong Claim Rate of Insurers after a Storm in France," Working Papers hal-01081758, HAL.

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