A Bayesian hierarchical model with spatial variable selection: the effect of weather on insurance claims
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DOI: j.1467-9876.2012.01039.x
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Cited by:
- 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.
- 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.
- 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.
- 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.
- C Rohrbeck & D A Costain & A Frigessi, 2018. "Bayesian spatial monotonic multiple regression," Biometrika, Biometrika Trust, vol. 105(3), pages 691-707.
- 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.
- 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.
- 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.
- 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.
- 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.
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