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 |
Published in: |
Scandinavian actuarial journal. - Stockholm : Taylor & Francis, ISSN 1651-2030, ZDB-ID 2029609-5. - Vol. 2023.2023, 9, p. 853-884
|
Subject: | generalized linear mixed models | hierarchical credibility | Hierarchically clustered data | high-cardinality feature | multi-level factor | random effects | Tweedie regression |
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