Deep quantile and deep composite triplet regression (Q2685516): Difference between revisions

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+Quantile and Probability Curves Without Crossing
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+Modeling actuarial data with a composite lognormal-Pareto model
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+A joint quantile and expected shortfall regression framework
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+Higher order elicitability and Osband's principle
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+Extending composite loss models using a general framework of advanced computational tools
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+Joint generalized quantile and conditional tail expectation regression for insurance risk analysis
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+Q3811553
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+Regression Quantiles
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+Composite Lognormal–Pareto model with random threshold
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+Eliciting production possibilities from a well-informed manager
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+Asymptotic Statistics
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+DISTRIBUTION‐INVARIANT RISK MEASURES, INFORMATION, AND DYNAMIC CONSISTENCY
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