Insurance pricing with hierarchically structured data an illustration with a workers' compensation insurance portfolio
Year of publication: |
2023
|
---|---|
Authors: | Campo, Bavo D. C. ; Antonio, Katrien |
Subject: | generalized linear mixed models | hierarchical credibility | Hierarchically clustered data | high-cardinality feature | multi-level factor | random effects | Tweedie regression | Theorie | Theory | Unfallversicherung | Accident insurance | Regressionsanalyse | Regression analysis | Mehrebenenanalyse | Multi-level analysis | Versicherungsmathematik | Actuarial mathematics |
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