Browsing Department of Mathematics by Author "Thorsen, Ingrid Sandvig"
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A TMB Approach to Study Spatial Variation in Weather-Generated Claims in Insurance
Thorsen, Ingrid Sandvig; Støve, Bård; Skaug, Hans Julius (Journal article; Peer reviewed, 2023)In this paper, we use TMB to study spatial variation in weather-generated claims in insurance. Our motivation is twofold. By comparing with INLA, we first find that TMB is a robust and efficient approach to deal with spatial ...