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

Climate change will affect the insurance industry. We develop a Bayesian hierarchical statistical approach to explain and predict insurance losses due to weather events at a local geographic scale. The number of weather-related insurance claims is modelled by combining generalized linear models with...

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Detalles Bibliográficos
Autores principales: Scheel, Ida, Ferkingstad, Egil, Frigessi, Arnoldo, Haug, Ola, Hinnerichsen, Mikkel, Meze-Hausken, Elisabeth
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Blackwell Publishing Ltd 2013
Materias:
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC3563012/
https://www.ncbi.nlm.nih.gov/pubmed/23396890
http://dx.doi.org/10.1111/j.1467-9876.2012.01039.x